+77.8%
VSXY vs KIM
+41.4%
+36.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -14.0% | +0.4% | -14.4% | -14.3% |
| 30D | -15.9% | -4.0% | -11.9% | -13.1% |
| 3M | +3.4% | +0.5% | +2.8% | +2.4% |
| 6M | +25.9% | +3.6% | +22.3% | +21.8% |
| YTD | +39.5% | +20.4% | +19.1% | +18.3% |
| 1Y | +194.4% | +9.7% | +184.7% | +169.8% |
| 3Y | +281.4% | +46.0% | +235.4% | +174.8% |
| 5Y | +12.8% | +34.4% | -21.7% | -6.1% |
| All | +77.8% | +41.4% | +36.4% | +54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling