+43.6%
VMC vs KIM
+34.6%
+9.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +15.5% | +14.1% | +1.3% | +8.8% |
| 3M | +0.6% | +6.0% | -5.4% | -2.0% |
| 6M | +2.1% | +13.2% | -11.2% | -3.7% |
| YTD | -1.6% | +30.4% | -31.9% | -13.2% |
| 1Y | -1.2% | +31.0% | -32.2% | -13.1% |
| 3Y | +35.3% | +67.6% | -32.3% | +2.6% |
| All | +43.6% | +34.6% | +9.0% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling