+96.3%
VTR vs KIM
+32.5%
+63.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -0.3% | -1.7% | +1.4% | +0.9% |
| 30D | +1.1% | -3.0% | +4.1% | +3.2% |
| 3M | +7.9% | -8.9% | +16.8% | +15.0% |
| 6M | +6.2% | +2.4% | +3.8% | +4.4% |
| YTD | +17.7% | +18.3% | -0.6% | +4.6% |
| 1Y | +32.9% | +8.2% | +24.7% | +25.1% |
| 3Y | +129.7% | +44.0% | +85.7% | +71.6% |
| 5Y | +89.3% | +37.3% | +52.0% | +42.5% |
| All | +96.3% | +32.5% | +63.8% | +39.5% |
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