+57.3%
VUG vs KIM
+31.1%
+26.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -3.4% | +4.1% | -7.5% | -4.9% |
| 30D | -11.1% | +16.8% | -27.9% | -16.5% |
| 3M | -7.2% | +5.7% | -12.9% | -9.4% |
| 6M | -4.1% | +9.7% | -13.8% | -8.3% |
| YTD | +1.4% | +30.2% | -28.8% | -10.3% |
| 1Y | +1.9% | +32.1% | -30.2% | -10.5% |
| 3Y | +77.7% | +58.6% | +19.1% | +39.1% |
| All | +57.3% | +31.1% | +26.2% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling