+2,826.7%
VRT vs KIM
+110.8%
+2,715.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.4% |
| 7D | +13.6% | -0.3% | +13.9% | +13.8% |
| 30D | +6.8% | -1.7% | +8.5% | +7.5% |
| 3M | -3.2% | -0.8% | -2.4% | -3.6% |
| 6M | +20.3% | +4.4% | +15.9% | +17.2% |
| YTD | +79.6% | +21.2% | +58.3% | +63.4% |
| 1Y | +139.0% | +10.5% | +128.5% | +125.5% |
| 3Y | +644.6% | +47.5% | +597.1% | +504.8% |
| 5Y | +1,024.4% | +37.1% | +987.3% | +864.5% |
| All | +2,826.7% | +110.8% | +2,715.9% | +1,905.2% |
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