+152.5%
VMC vs KIM
+29.7%
+122.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.0% |
| 7D | -5.3% | -1.0% | -4.4% | -5.0% |
| 30D | -12.3% | -1.1% | -11.2% | -11.9% |
| 3M | -10.3% | -5.3% | -4.9% | -8.5% |
| 6M | -8.6% | +3.9% | -12.5% | -10.0% |
| YTD | -11.9% | +20.3% | -32.2% | -17.8% |
| 1Y | -13.9% | +10.4% | -24.4% | -17.3% |
| 3Y | +18.2% | +46.3% | -28.2% | +1.0% |
| 5Y | +47.7% | +37.6% | +10.2% | +28.5% |
| 10Y | +152.5% | +34.5% | +118.0% | +96.9% |
| All | +152.5% | +29.7% | +122.8% | +96.9% |
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