+420.5%
VUG vs KIM
+29.7%
+390.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +0.1% | -1.0% | +1.0% | +0.3% |
| 30D | -1.7% | -1.1% | -0.6% | -1.4% |
| 3M | +2.8% | -5.3% | +8.1% | +4.0% |
| 6M | +13.6% | +3.9% | +9.7% | +12.1% |
| YTD | +8.1% | +20.3% | -12.2% | +2.6% |
| 1Y | +13.1% | +10.4% | +2.6% | +9.6% |
| 3Y | +87.0% | +46.3% | +40.6% | +67.1% |
| 5Y | +76.0% | +37.6% | +38.4% | +59.8% |
| 10Y | +420.5% | +34.5% | +386.0% | +338.9% |
| All | +420.5% | +29.7% | +390.8% | +338.9% |
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