+9,608.8%
VRTX vs KIM
+3,058.9%
+6,549.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -2.0% | -2.1% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | +12.6% | -4.0% | +16.6% | +13.8% |
| 3M | +23.6% | +0.5% | +23.1% | +23.3% |
| 6M | +14.3% | +3.6% | +10.7% | +13.0% |
| YTD | +20.5% | +20.4% | 0.0% | +14.4% |
| 1Y | +37.6% | +9.7% | +27.9% | +33.7% |
| 3Y | +55.5% | +46.0% | +9.6% | +38.6% |
| 5Y | +175.7% | +34.4% | +141.3% | +147.3% |
| 10Y | +474.2% | +29.3% | +444.9% | +372.3% |
| All | +9,608.8% | +3,058.9% | +6,549.9% | +3,453.1% |
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