+405.3%
VUG vs KIM
+63.9%
+341.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -1.1% | -1.0% | -0.1% | -0.8% |
| 30D | -7.0% | +14.8% | -21.8% | -10.2% |
| 3M | -3.7% | +8.1% | -11.9% | -5.7% |
| 6M | -1.6% | +11.7% | -13.3% | -4.7% |
| YTD | +5.1% | +30.7% | -25.6% | -2.3% |
| 1Y | +3.8% | +29.7% | -26.0% | -3.5% |
| 3Y | +79.9% | +65.1% | +14.8% | +56.0% |
| 5Y | +66.4% | +34.7% | +31.7% | +51.1% |
| 10Y | +405.3% | +64.1% | +341.2% | +297.9% |
| All | +405.3% | +63.9% | +341.4% | +297.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling