+1,917.9%
VRT vs KIM
+128.7%
+1,789.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.0% | +8.6% | +9.2% |
| 7D | -10.6% | +2.8% | -13.4% | -11.7% |
| 30D | -17.4% | +16.3% | -33.8% | -22.8% |
| 3M | -26.4% | +6.6% | -33.0% | -28.7% |
| 6M | -41.0% | +12.3% | -53.3% | -44.6% |
| YTD | +23.8% | +31.6% | -7.7% | +8.4% |
| 1Y | +11.6% | +31.5% | -19.9% | -2.4% |
| 3Y | +403.5% | +68.0% | +335.5% | +285.9% |
| 5Y | +647.0% | +38.7% | +608.3% | +533.3% |
| All | +1,917.9% | +128.7% | +1,789.1% | +1,230.9% |
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