+78.0%
VSXY vs KIM
+39.0%
+39.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.4% |
| 7D | +0.1% | -1.7% | +1.9% | +1.6% |
| 30D | -18.7% | -3.0% | -15.7% | -16.5% |
| 3M | -4.0% | -8.9% | +4.9% | +3.5% |
| 6M | +67.5% | +2.4% | +65.1% | +63.7% |
| YTD | +39.7% | +18.3% | +21.3% | +20.3% |
| 1Y | +180.0% | +8.2% | +171.8% | +159.6% |
| 3Y | +337.3% | +44.0% | +293.2% | +218.7% |
| 5Y | +22.7% | +37.3% | -14.7% | +6.2% |
| All | +78.0% | +39.0% | +39.0% | +56.8% |
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