+379.7%
VRT vs KIM
+65.6%
+314.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.6% |
| 7D | +10.5% | +0.1% | +10.4% | +10.5% |
| 30D | -9.3% | +14.1% | -23.4% | -10.6% |
| 3M | -29.6% | +6.0% | -35.6% | -29.8% |
| 6M | -45.4% | +13.2% | -58.6% | -46.7% |
| YTD | +24.8% | +30.4% | -5.6% | +17.9% |
| 1Y | +23.6% | +31.0% | -7.4% | +16.5% |
| 3Y | +379.7% | +67.6% | +312.0% | +316.2% |
| All | +379.7% | +65.6% | +314.1% | +316.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling