+149.8%
VSXY vs KIM
+53.1%
+96.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.2% |
| 7D | -1.7% | +0.1% | -1.9% | -1.8% |
| 30D | +20.1% | +14.1% | +6.0% | +7.6% |
| 3M | +16.6% | +6.0% | +10.6% | +11.1% |
| 6M | +134.9% | +13.2% | +121.7% | +110.8% |
| YTD | +96.0% | +30.4% | +65.6% | +55.6% |
| 1Y | +203.8% | +31.0% | +172.7% | +139.9% |
| 3Y | +465.3% | +67.6% | +397.7% | +264.7% |
| 5Y | +106.3% | +35.8% | +70.5% | +58.1% |
| All | +149.8% | +53.1% | +96.7% | +102.9% |
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 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