+124.0%
VRSK vs KIM
+32.5%
+91.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -5.2% | -1.7% | -3.4% | -4.8% |
| 30D | -2.3% | -3.0% | +0.6% | -1.7% |
| 3M | -2.9% | -8.9% | +6.0% | -0.9% |
| 6M | -12.8% | +2.4% | -15.2% | -13.3% |
| YTD | -20.8% | +18.3% | -39.2% | -23.8% |
| 1Y | -33.2% | +8.2% | -41.4% | -34.5% |
| 3Y | -26.6% | +44.0% | -70.6% | -33.0% |
| 5Y | -11.3% | +37.3% | -48.7% | -18.6% |
| All | +124.0% | +32.5% | +91.5% | +98.3% |
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 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