+131.4%
VMC vs KIM
+63.9%
+67.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -4.3% | -1.0% | -3.3% | -3.9% |
| 30D | +16.2% | +14.8% | +1.4% | +10.6% |
| 3M | -0.8% | +8.1% | -9.0% | -3.6% |
| 6M | +1.2% | +11.7% | -10.5% | -2.9% |
| YTD | +0.5% | +30.7% | -30.3% | -9.1% |
| 1Y | -2.9% | +29.7% | -32.6% | -11.9% |
| 3Y | +37.3% | +65.1% | -27.7% | +12.6% |
| 5Y | +48.8% | +34.7% | +14.1% | +30.3% |
| 10Y | +131.4% | +64.1% | +67.3% | +62.0% |
| All | +131.4% | +63.9% | +67.6% | +62.0% |
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