+456.3%
VRTX vs KIM
+29.7%
+426.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -6.4% | -1.0% | -5.4% | -6.3% |
| 30D | -0.5% | -1.1% | +0.5% | -0.4% |
| 3M | +16.9% | -5.3% | +22.2% | +17.8% |
| 6M | +13.1% | +3.9% | +9.1% | +12.4% |
| YTD | +14.9% | +20.3% | -5.3% | +11.9% |
| 1Y | +31.4% | +10.4% | +21.0% | +29.4% |
| 3Y | +51.9% | +46.3% | +5.6% | +43.6% |
| 5Y | +177.1% | +37.6% | +139.5% | +163.0% |
| 10Y | +456.3% | +34.5% | +421.8% | +433.5% |
| All | +456.3% | +29.7% | +426.6% | +433.5% |
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