+66.7%
VSH vs KIM
+37.7%
+29.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.4% |
| 7D | +6.2% | -0.3% | +6.5% | +6.4% |
| 30D | -11.1% | -1.7% | -9.4% | -10.3% |
| 3M | -44.9% | -0.8% | -44.1% | -45.3% |
| 6M | +90.0% | +4.4% | +85.6% | +82.0% |
| YTD | +118.8% | +21.2% | +97.5% | +89.2% |
| 1Y | +109.0% | +10.5% | +98.4% | +92.0% |
| 3Y | +35.6% | +47.5% | -11.9% | +4.9% |
| 5Y | +66.7% | +37.1% | +29.6% | +35.1% |
| All | +66.7% | +37.7% | +29.0% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling