+323.8%
VTRS vs KIM
+3,054.9%
-2,731.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -3.5% | -1.0% | -2.5% | -3.2% |
| 30D | +2.1% | -1.1% | +3.2% | +2.4% |
| 3M | +2.6% | -5.3% | +7.9% | +4.3% |
| 6M | +17.8% | +3.9% | +13.8% | +16.4% |
| YTD | +35.7% | +20.3% | +15.4% | +28.4% |
| 1Y | +63.5% | +10.4% | +53.0% | +58.6% |
| 3Y | +85.1% | +46.3% | +38.8% | +65.1% |
| 5Y | +42.5% | +37.6% | +4.9% | +29.0% |
| 10Y | -48.2% | +34.5% | -82.7% | -56.4% |
| All | +323.8% | +3,054.9% | -2,731.1% | +48.6% |
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