+219.2%
VT vs KIM
+64.9%
+154.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.1% | +2.8% | -2.9% | -0.9% |
| 30D | -3.1% | +15.9% | -18.9% | -6.9% |
| 3M | -3.5% | +7.8% | -11.3% | -5.5% |
| 6M | +0.5% | +11.9% | -11.4% | -2.9% |
| YTD | +10.8% | +31.0% | -20.3% | +2.4% |
| 1Y | +11.9% | +32.3% | -20.5% | +3.1% |
| 3Y | +73.0% | +65.5% | +7.5% | +48.7% |
| 5Y | +58.6% | +37.2% | +21.4% | +42.1% |
| 10Y | +219.2% | +63.9% | +155.3% | +145.4% |
| All | +219.2% | +64.9% | +154.2% | +145.4% |
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