+725.0%
VTV vs KIM
+199.1%
+525.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | +0.5% | +0.4% | +0.1% | +0.4% |
| 30D | +1.1% | -4.0% | +5.1% | +2.4% |
| 3M | +5.9% | +0.5% | +5.3% | +5.5% |
| 6M | +11.6% | +3.6% | +8.0% | +10.1% |
| YTD | +19.8% | +20.4% | -0.6% | +12.5% |
| 1Y | +26.2% | +9.7% | +16.5% | +22.0% |
| 3Y | +68.5% | +46.0% | +22.5% | +47.0% |
| 5Y | +79.9% | +34.4% | +45.4% | +59.0% |
| 10Y | +229.7% | +29.3% | +200.4% | +169.0% |
| All | +725.0% | +199.1% | +525.9% | +357.4% |
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 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