+175.8%
VSH vs KIM
+33.1%
+142.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.4% |
| 7D | +3.1% | -1.5% | +4.6% | +3.8% |
| 30D | -5.7% | -1.7% | -4.0% | -5.0% |
| 3M | -42.5% | -7.1% | -35.3% | -40.9% |
| 6M | +82.7% | +2.9% | +79.8% | +78.4% |
| YTD | +118.2% | +18.8% | +99.4% | +97.9% |
| 1Y | +109.7% | +9.4% | +100.2% | +98.0% |
| 3Y | +35.3% | +44.6% | -9.3% | +12.7% |
| 5Y | +65.6% | +37.9% | +27.7% | +39.7% |
| All | +175.8% | +33.1% | +142.7% | +92.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling