+120.4%
VSH vs KIM
+63.0%
+57.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.3% |
| 7D | +26.2% | -0.7% | +26.9% | +26.6% |
| 30D | -12.5% | +13.4% | -25.9% | -17.8% |
| 3M | -16.9% | +6.5% | -23.4% | -19.8% |
| 6M | -17.0% | +10.6% | -27.6% | -22.1% |
| YTD | +93.8% | +29.9% | +63.9% | +67.7% |
| 1Y | +99.3% | +29.6% | +69.8% | +72.8% |
| 3Y | +35.0% | +64.1% | -29.1% | +5.7% |
| 5Y | +45.8% | +35.3% | +10.5% | +23.1% |
| All | +120.4% | +63.0% | +57.4% | +44.5% |
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