+474.5%
VRTX vs KIM
+64.9%
+409.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | +3.2% | +2.8% | +0.5% | +2.8% |
| 30D | +7.4% | +15.9% | -8.5% | +5.2% |
| 3M | +4.6% | +7.8% | -3.2% | +3.4% |
| 6M | +27.5% | +11.9% | +15.6% | +25.3% |
| YTD | +20.9% | +31.0% | -10.2% | +16.2% |
| 1Y | +30.1% | +32.3% | -2.3% | +24.9% |
| 3Y | +46.6% | +65.5% | -18.8% | +36.4% |
| 5Y | +191.6% | +37.2% | +154.4% | +175.8% |
| 10Y | +474.5% | +63.9% | +410.6% | +413.2% |
| All | +474.5% | +64.9% | +409.6% | +413.2% |
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 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