+1,934.0%
VRT vs KIM
+126.7%
+1,807.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | +10.5% | +0.1% | +10.4% | +10.5% |
| 30D | -9.3% | +14.1% | -23.4% | -14.5% |
| 3M | -29.6% | +6.0% | -35.6% | -31.6% |
| 6M | -45.4% | +13.2% | -58.6% | -48.9% |
| YTD | +24.8% | +30.4% | -5.6% | +9.7% |
| 1Y | +23.6% | +31.0% | -7.4% | +8.2% |
| 3Y | +379.7% | +67.6% | +312.0% | +267.8% |
| 5Y | +660.3% | +35.8% | +624.6% | +549.6% |
| All | +1,934.0% | +126.7% | +1,807.3% | +1,246.2% |
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