+194.4%
VSXY vs KIM
+9.1%
+185.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +3.3% |
| 7D | -14.0% | -0.8% | -13.2% | -13.6% |
| 30D | -15.9% | -5.1% | -10.8% | -13.7% |
| 3M | +3.4% | -0.6% | +4.0% | +3.5% |
| 6M | +25.9% | +2.4% | +23.5% | +24.3% |
| YTD | +39.5% | +19.0% | +20.5% | +30.2% |
| 1Y | +194.4% | +8.4% | +185.9% | +198.3% |
| All | +194.4% | +9.1% | +185.2% | +198.3% |
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