+5.2%
VUG vs KIM
+33.1%
-27.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.0% | +2.0% |
| 7D | -3.0% | +10.6% | -13.6% | -1.5% |
| 30D | -6.4% | +17.5% | -23.9% | -4.3% |
| 3M | -3.2% | +4.7% | -7.9% | -2.2% |
| 6M | +3.1% | +13.1% | -10.0% | +3.9% |
| YTD | +6.3% | +32.1% | -25.8% | +8.4% |
| 1Y | +5.2% | +32.7% | -27.5% | +7.2% |
| All | +5.2% | +33.1% | -27.9% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling