+905.2%
VRT vs KIM
+34.4%
+870.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.5% | +4.4% |
| 7D | +9.1% | +0.4% | +8.7% | +8.8% |
| 30D | +0.9% | -4.0% | +4.9% | +3.2% |
| 3M | -13.4% | +0.5% | -13.9% | -14.8% |
| 6M | +11.7% | +3.6% | +8.1% | +7.7% |
| YTD | +73.2% | +20.4% | +52.8% | +50.7% |
| 1Y | +123.4% | +9.7% | +113.7% | +105.6% |
| 3Y | +606.2% | +46.0% | +560.2% | +394.7% |
| All | +905.2% | +34.4% | +870.8% | +697.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling