+493.1%
VRTX vs KIM
+65.6%
+427.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -0.4% | +2.8% | -3.2% | -0.8% |
| 30D | +8.0% | +16.3% | -8.3% | +5.7% |
| 3M | +11.0% | +6.6% | +4.4% | +10.0% |
| 6M | +28.2% | +12.3% | +15.9% | +26.0% |
| YTD | +21.5% | +31.6% | -10.0% | +16.7% |
| 1Y | +34.5% | +31.5% | +3.0% | +29.2% |
| 3Y | +49.5% | +68.0% | -18.5% | +38.7% |
| 5Y | +188.3% | +38.7% | +149.6% | +172.4% |
| 10Y | +493.1% | +65.7% | +427.4% | +427.6% |
| All | +493.1% | +65.6% | +427.5% | +427.6% |
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