+402.8%
VUG vs KIM
+63.6%
+339.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | -6.3% | +14.1% | -20.4% | -9.4% |
| 3M | -6.0% | +6.0% | -12.0% | -7.5% |
| 6M | -3.5% | +13.2% | -16.8% | -6.9% |
| YTD | +3.9% | +30.4% | -26.5% | -3.4% |
| 1Y | +5.1% | +31.0% | -25.9% | -2.5% |
| 3Y | +77.9% | +67.6% | +10.2% | +53.7% |
| 5Y | +62.4% | +35.8% | +26.6% | +47.3% |
| All | +402.8% | +63.6% | +339.3% | +299.7% |
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