+52.7%
VMC vs KIM
+37.7%
+15.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.9% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | -9.1% | -1.7% | -7.4% | -8.5% |
| 3M | -4.1% | -0.8% | -3.3% | -3.9% |
| 6M | -5.5% | +4.4% | -9.9% | -7.5% |
| YTD | -8.9% | +21.2% | -30.2% | -16.8% |
| 1Y | -12.9% | +10.5% | -23.5% | -17.2% |
| 3Y | +22.1% | +47.5% | -25.4% | -0.8% |
| 5Y | +52.7% | +37.1% | +15.6% | +28.3% |
| All | +52.7% | +37.7% | +15.0% | +28.3% |
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