+64.6%
VTI vs KIM
+34.6%
+30.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | -1.5% | +14.1% | -15.6% | -6.7% |
| 3M | -3.2% | +6.0% | -9.2% | -5.6% |
| 6M | +2.3% | +13.2% | -10.9% | -3.4% |
| YTD | +11.6% | +30.4% | -18.7% | -1.0% |
| 1Y | +13.8% | +31.0% | -17.3% | +0.6% |
| 3Y | +77.4% | +67.6% | +9.8% | +37.0% |
| All | +64.6% | +34.6% | +30.0% | +40.7% |
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 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