+112.0%
VSH vs KIM
+9.1%
+102.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.8% | +4.2% |
| 7D | +4.1% | -0.8% | +4.8% | +4.0% |
| 30D | -4.2% | -5.1% | +0.9% | -4.8% |
| 3M | -50.0% | -0.6% | -49.3% | -51.2% |
| 6M | +80.2% | +2.4% | +77.8% | +72.7% |
| YTD | +121.1% | +19.0% | +102.1% | +95.1% |
| 1Y | +112.0% | +8.4% | +103.6% | +98.2% |
| All | +112.0% | +9.1% | +102.9% | +98.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling