+1,855.0%
VRT vs KIM
+127.9%
+1,727.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | -17.7% | +2.8% | -20.5% | -18.7% |
| 30D | -20.0% | +15.9% | -35.9% | -25.1% |
| 3M | -28.1% | +7.8% | -35.8% | -30.6% |
| 6M | -42.8% | +11.9% | -54.7% | -46.2% |
| YTD | +20.0% | +31.0% | -11.1% | +5.2% |
| 1Y | +3.5% | +32.3% | -28.8% | -9.8% |
| 3Y | +366.1% | +65.5% | +300.6% | +259.6% |
| 5Y | +632.2% | +37.2% | +595.0% | +523.2% |
| All | +1,855.0% | +127.9% | +1,727.1% | +1,191.4% |
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