+317.6%
VOO vs KIM
+32.5%
+285.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | -0.8% | -1.7% | +1.0% | -0.3% |
| 30D | -1.1% | -3.0% | +1.9% | -0.3% |
| 3M | +3.9% | -8.9% | +12.8% | +6.4% |
| 6M | +13.6% | +2.4% | +11.3% | +12.6% |
| YTD | +12.7% | +18.3% | -5.6% | +7.1% |
| 1Y | +17.6% | +8.2% | +9.4% | +14.4% |
| 3Y | +77.3% | +44.0% | +33.3% | +57.9% |
| 5Y | +84.1% | +37.3% | +46.8% | +65.4% |
| All | +317.6% | +32.5% | +285.1% | +238.6% |
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