+77.7%
VTV vs KIM
+34.6%
+43.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +3.8% | +14.1% | -10.3% | -1.2% |
| 3M | +1.6% | +6.0% | -4.4% | -0.7% |
| 6M | +11.2% | +13.2% | -2.0% | +5.8% |
| YTD | +22.0% | +30.4% | -8.4% | +9.7% |
| 1Y | +24.9% | +31.0% | -6.1% | +12.0% |
| 3Y | +78.5% | +67.6% | +10.8% | +43.4% |
| All | +77.7% | +34.6% | +43.1% | +54.2% |
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