-100.0%
VIVK vs KIM
+32.5%
-132.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.4% | -7.0% | -7.3% |
| 7D | -4.4% | -1.7% | -2.6% | -3.9% |
| 30D | -40.8% | -3.0% | -37.9% | -40.4% |
| 3M | -94.1% | -8.9% | -85.3% | -94.0% |
| 6M | -98.2% | +2.4% | -100.6% | -98.2% |
| YTD | -98.0% | +18.3% | -116.3% | -98.1% |
| 1Y | -100.0% | +8.2% | -108.1% | -100.0% |
| 3Y | -100.0% | +44.0% | -144.0% | -100.0% |
| 5Y | -100.0% | +37.3% | -137.3% | -100.0% |
| All | -100.0% | +32.5% | -132.5% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling