+1,250.4%
VUG vs KIM
+199.1%
+1,051.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.1% | +0.4% | -0.5% | -0.2% |
| 30D | -0.3% | -4.0% | +3.7% | +0.7% |
| 3M | -0.7% | +0.5% | -1.2% | -1.1% |
| 6M | +14.6% | +3.6% | +11.0% | +13.2% |
| YTD | +9.0% | +20.4% | -11.4% | +3.3% |
| 1Y | +14.9% | +9.7% | +5.2% | +11.4% |
| 3Y | +86.0% | +46.0% | +40.1% | +65.5% |
| 5Y | +76.7% | +34.4% | +42.3% | +60.1% |
| 10Y | +411.3% | +29.3% | +382.0% | +331.0% |
| All | +1,250.4% | +199.1% | +1,051.3% | +722.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling