+90.3%
VTR vs KIM
+35.1%
+55.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.9% |
| 7D | -1.8% | -1.5% | -0.3% | -1.0% |
| 30D | +4.0% | -1.7% | +5.7% | +5.0% |
| 3M | +7.8% | -7.1% | +15.0% | +12.6% |
| 6M | +6.4% | +2.9% | +3.5% | +4.7% |
| YTD | +18.3% | +18.8% | -0.5% | +7.1% |
| 1Y | +33.9% | +9.4% | +24.5% | +26.9% |
| 3Y | +134.3% | +44.6% | +89.7% | +81.6% |
| 5Y | +90.3% | +37.9% | +52.3% | +49.2% |
| All | +90.3% | +35.1% | +55.2% | +49.2% |
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 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