-100.0%
VIVK vs KIM
+45.1%
-145.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.8% | -5.5% | -5.9% |
| 7D | -7.9% | -1.0% | -6.9% | -7.3% |
| 30D | -42.0% | -1.1% | -40.9% | -41.5% |
| 3M | -92.5% | -5.3% | -87.2% | -92.3% |
| 6M | -98.0% | +3.9% | -101.9% | -98.1% |
| YTD | -97.9% | +20.3% | -118.2% | -98.1% |
| 1Y | -100.0% | +10.4% | -110.4% | -100.0% |
| All | -100.0% | +45.1% | -145.1% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling