+213.7%
VT vs KIM
+64.5%
+149.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.3% |
| 7D | -2.3% | +4.1% | -6.4% | -3.4% |
| 30D | -5.0% | +16.8% | -21.8% | -8.9% |
| 3M | -4.9% | +5.7% | -10.6% | -6.4% |
| 6M | -1.5% | +9.7% | -11.2% | -4.3% |
| YTD | +8.5% | +30.2% | -21.7% | +0.5% |
| 1Y | +11.4% | +32.1% | -20.7% | +2.7% |
| 3Y | +70.1% | +58.6% | +11.5% | +47.9% |
| 5Y | +53.7% | +31.2% | +22.6% | +39.2% |
| All | +213.7% | +64.5% | +149.2% | +141.1% |
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