+1,465.5%
VTR vs KIM
+892.8%
+572.7%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | 0.0% |
| 7D | -2.9% | -1.0% | -2.0% | -2.3% |
| 30D | -2.8% | -1.1% | -1.7% | -2.1% |
| 3M | +9.0% | -5.3% | +14.3% | +13.0% |
| 6M | +5.0% | +3.9% | +1.0% | +2.3% |
| YTD | +16.9% | +20.3% | -3.3% | +3.3% |
| 1Y | +34.3% | +10.4% | +23.9% | +25.0% |
| 3Y | +131.6% | +46.3% | +85.3% | +74.3% |
| 5Y | +88.0% | +37.6% | +50.4% | +44.4% |
| 10Y | +97.8% | +34.5% | +63.3% | +45.6% |
| All | +1,465.5% | +892.8% | +572.7% | +293.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling