+361.8%
VRT vs KIM
+57.8%
+304.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.5% |
| 7D | -21.4% | +4.1% | -25.4% | -21.6% |
| 30D | -25.8% | +16.8% | -42.6% | -27.1% |
| 3M | -33.5% | +5.7% | -39.2% | -33.8% |
| 6M | -49.0% | +9.7% | -58.7% | -49.9% |
| YTD | +12.9% | +30.2% | -17.3% | +6.7% |
| 1Y | 0.0% | +32.1% | -32.1% | -6.0% |
| 3Y | +361.8% | +58.6% | +303.2% | +314.7% |
| All | +361.8% | +57.8% | +304.0% | +314.7% |
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