+57.8%
VT vs KIM
+38.5%
+19.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.2% |
| 7D | +0.4% | +2.8% | -2.5% | -0.6% |
| 30D | -2.6% | +16.3% | -18.9% | -7.9% |
| 3M | -3.2% | +6.6% | -9.9% | -5.6% |
| 6M | +0.9% | +12.3% | -11.4% | -3.8% |
| YTD | +11.3% | +31.6% | -20.2% | -0.5% |
| 1Y | +14.0% | +31.5% | -17.5% | +1.8% |
| 3Y | +75.8% | +68.0% | +7.9% | +38.9% |
| 5Y | +57.8% | +38.7% | +19.1% | +34.5% |
| All | +57.8% | +38.5% | +19.3% | +34.5% |
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