+139.0%
VRT vs KIM
+10.5%
+128.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +4.0% |
| 7D | +13.6% | -0.3% | +13.9% | +13.4% |
| 30D | +6.8% | -1.7% | +8.5% | +5.9% |
| 3M | -3.2% | -0.8% | -2.4% | -3.6% |
| 6M | +20.3% | +4.4% | +15.9% | +21.4% |
| YTD | +79.6% | +21.2% | +58.3% | +98.3% |
| 1Y | +139.0% | +10.5% | +128.5% | +153.9% |
| All | +139.0% | +10.5% | +128.5% | +153.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling