-100.0%
VIVK vs KIM
+33.1%
-133.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +3.6% | -31.0% | -29.2% |
| 7D | -68.7% | +10.6% | -79.3% | -71.5% |
| 30D | -90.0% | +17.5% | -107.5% | -91.4% |
| 3M | -98.1% | +4.7% | -102.8% | -98.1% |
| 6M | -99.9% | +13.1% | -113.0% | -99.9% |
| YTD | -99.9% | +32.1% | -132.0% | -99.9% |
| 1Y | -100.0% | +32.7% | -132.7% | -100.0% |
| All | -100.0% | +33.1% | -133.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling