+73.7%
VTI vs KIM
+37.3%
+36.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -0.4% | -1.0% | +0.6% | 0.0% |
| 30D | -1.6% | -1.1% | -0.5% | -1.2% |
| 3M | +3.6% | -5.3% | +8.9% | +5.5% |
| 6M | +13.0% | +3.9% | +9.1% | +10.7% |
| YTD | +12.7% | +20.3% | -7.6% | +3.6% |
| 1Y | +18.4% | +10.4% | +7.9% | +12.6% |
| 3Y | +76.4% | +46.3% | +30.1% | +45.7% |
| 5Y | +73.7% | +37.6% | +36.1% | +48.7% |
| All | +73.7% | +37.3% | +36.4% | +48.7% |
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