+587.8%
VRSK vs KIM
+320.6%
+267.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.2% | +1.6% |
| 7D | -5.4% | -1.0% | -4.4% | -5.2% |
| 30D | -1.8% | -1.1% | -0.7% | -1.5% |
| 3M | -2.2% | -5.3% | +3.1% | -1.0% |
| 6M | -14.9% | +3.9% | -18.8% | -15.7% |
| YTD | -20.0% | +20.3% | -40.3% | -23.4% |
| 1Y | -33.1% | +10.4% | -43.6% | -34.8% |
| 3Y | -25.6% | +46.3% | -72.0% | -32.7% |
| 5Y | -10.1% | +37.6% | -47.7% | -18.1% |
| 10Y | +128.4% | +34.5% | +93.9% | +98.6% |
| All | +587.8% | +320.6% | +267.2% | +367.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling