+66.6%
VT vs KIM
+34.4%
+32.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | +1.0% | -4.0% | +5.0% | +2.4% |
| 3M | +2.4% | +0.5% | +1.8% | +1.8% |
| 6M | +12.0% | +3.6% | +8.4% | +10.0% |
| YTD | +15.3% | +20.4% | -5.1% | +6.8% |
| 1Y | +22.6% | +9.7% | +12.9% | +17.5% |
| 3Y | +74.7% | +46.0% | +28.7% | +46.8% |
| All | +66.6% | +34.4% | +32.1% | +44.6% |
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