+112.2%
VSH vs KIM
+9.4%
+102.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.6% |
| 7D | +3.5% | -1.0% | +4.5% | +3.4% |
| 30D | -4.4% | -1.1% | -3.3% | -4.5% |
| 3M | -45.8% | -5.3% | -40.5% | -46.2% |
| 6M | +90.1% | +3.9% | +86.2% | +82.5% |
| YTD | +120.3% | +20.3% | +100.0% | +95.4% |
| 1Y | +112.2% | +10.4% | +101.8% | +97.9% |
| All | +112.2% | +9.4% | +102.8% | +97.9% |
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 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