+25.8%
VTEB vs KIM
+70.0%
-44.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.5% |
| 7D | -0.7% | -1.0% | +0.3% | -0.7% |
| 30D | -2.1% | -1.1% | -1.0% | -2.0% |
| 3M | -2.7% | -5.3% | +2.7% | -2.5% |
| 6M | -2.1% | +3.9% | -6.0% | -2.3% |
| YTD | -1.1% | +20.3% | -21.4% | -1.7% |
| 1Y | +1.3% | +10.4% | -9.1% | +1.0% |
| 3Y | +9.0% | +46.3% | -37.3% | +7.5% |
| 5Y | +1.5% | +37.6% | -36.1% | +0.1% |
| 10Y | +18.5% | +34.5% | -16.0% | +14.5% |
| All | +25.8% | +70.0% | -44.2% | +22.2% |
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