+80.6%
VTV vs KIM
+35.9%
+44.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.9% |
| 7D | -1.1% | -1.7% | +0.6% | -0.5% |
| 30D | -1.0% | -3.0% | +1.9% | 0.0% |
| 3M | +4.6% | -8.9% | +13.5% | +8.1% |
| 6M | +13.5% | +2.4% | +11.1% | +12.1% |
| YTD | +18.5% | +18.3% | +0.2% | +10.7% |
| 1Y | +22.9% | +8.2% | +14.7% | +18.6% |
| 3Y | +67.8% | +44.0% | +23.8% | +43.4% |
| All | +80.6% | +35.9% | +44.8% | +58.0% |
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