+297.8%
VTI vs KIM
+32.5%
+265.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.9% |
| 7D | -0.9% | -1.7% | +0.8% | -0.4% |
| 30D | -1.4% | -3.0% | +1.5% | -0.6% |
| 3M | +3.6% | -8.9% | +12.5% | +6.2% |
| 6M | +13.6% | +2.4% | +11.2% | +12.5% |
| YTD | +12.9% | +18.3% | -5.4% | +7.1% |
| 1Y | +17.2% | +8.2% | +9.0% | +14.0% |
| 3Y | +75.7% | +44.0% | +31.6% | +55.8% |
| 5Y | +75.4% | +37.3% | +38.1% | +57.1% |
| All | +297.8% | +32.5% | +265.3% | +223.2% |
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 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