+42.7%
VXUS vs KIM
+31.1%
+11.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.3% |
| 7D | -1.8% | +4.1% | -5.8% | -3.0% |
| 30D | -4.6% | +16.8% | -21.4% | -9.3% |
| 3M | -6.1% | +5.7% | -11.8% | -7.8% |
| 6M | -4.9% | +9.7% | -14.6% | -8.1% |
| YTD | +8.1% | +30.2% | -22.2% | -1.6% |
| 1Y | +12.1% | +32.1% | -20.0% | +1.5% |
| 3Y | +63.9% | +58.6% | +5.3% | +36.4% |
| All | +42.7% | +31.1% | +11.6% | +23.8% |
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