+9,640.3%
VRTX vs KIM
+3,337.3%
+6,302.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | +3.2% | +2.8% | +0.5% | +2.5% |
| 30D | +7.4% | +15.9% | -8.5% | +3.3% |
| 3M | +4.6% | +7.8% | -3.2% | +2.4% |
| 6M | +27.5% | +11.9% | +15.6% | +23.5% |
| YTD | +20.9% | +31.0% | -10.2% | +12.1% |
| 1Y | +30.1% | +32.3% | -2.3% | +20.4% |
| 3Y | +46.6% | +65.5% | -18.8% | +26.6% |
| 5Y | +191.6% | +37.2% | +154.4% | +160.5% |
| 10Y | +474.5% | +63.9% | +410.6% | +340.5% |
| All | +9,640.3% | +3,337.3% | +6,302.9% | +3,383.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling