+150.1%
VXUS vs KIM
+29.7%
+120.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +0.3% | -1.0% | +1.2% | +0.5% |
| 30D | +0.7% | -1.1% | +1.7% | +0.9% |
| 3M | +4.8% | -5.3% | +10.1% | +6.0% |
| 6M | +11.3% | +3.9% | +7.4% | +10.0% |
| YTD | +16.5% | +20.3% | -3.8% | +10.9% |
| 1Y | +24.3% | +10.4% | +13.8% | +20.7% |
| 3Y | +74.5% | +46.3% | +28.2% | +56.3% |
| 5Y | +54.3% | +37.6% | +16.8% | +39.2% |
| 10Y | +150.1% | +34.5% | +115.6% | +110.1% |
| All | +150.1% | +29.7% | +120.4% | +110.1% |
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