+22.8%
VSXY vs KIM
+36.7%
-13.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -2.8% |
| 7D | -10.7% | -1.0% | -9.8% | -9.9% |
| 30D | -24.3% | -1.1% | -23.2% | -23.5% |
| 3M | +1.0% | -5.3% | +6.3% | +5.6% |
| 6M | +57.4% | +3.9% | +53.4% | +51.6% |
| YTD | +39.8% | +20.3% | +19.5% | +17.9% |
| 1Y | +196.5% | +10.4% | +186.0% | +169.0% |
| 3Y | +357.2% | +46.3% | +310.9% | +222.3% |
| All | +22.8% | +36.7% | -13.9% | -1.7% |
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