+46.4%
VTRS vs KIM
+35.9%
+10.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -2.2% | -1.7% | -0.5% | -1.3% |
| 30D | +3.3% | -3.0% | +6.3% | +5.0% |
| 3M | +2.0% | -8.9% | +10.9% | +7.2% |
| 6M | +19.9% | +2.4% | +17.6% | +18.3% |
| YTD | +35.7% | +18.3% | +17.4% | +23.3% |
| 1Y | +68.1% | +8.2% | +59.9% | +60.3% |
| 3Y | +87.1% | +44.0% | +43.1% | +51.2% |
| All | +46.4% | +35.9% | +10.5% | +24.4% |
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