+367.1%
VT vs KIM
+76.6%
+290.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +0.7% |
| 7D | -0.3% | +10.6% | -10.9% | -3.2% |
| 30D | -1.4% | +17.5% | -18.9% | -6.1% |
| 3M | -1.4% | +4.7% | -6.1% | -2.9% |
| 6M | +5.5% | +13.1% | -7.7% | +1.3% |
| YTD | +12.8% | +32.1% | -19.2% | +3.5% |
| 1Y | +15.4% | +32.7% | -17.2% | +5.7% |
| 3Y | +76.9% | +59.2% | +17.7% | +52.0% |
| 5Y | +60.4% | +38.3% | +22.1% | +42.1% |
| 10Y | +232.8% | +69.0% | +163.8% | +154.3% |
| All | +367.1% | +76.6% | +290.5% | +211.7% |
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