+167.6%
VXUS vs KIM
+193.4%
-25.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.5% |
| 7D | +0.8% | +2.8% | -2.1% | -0.1% |
| 30D | -1.9% | +16.3% | -18.2% | -6.4% |
| 3M | -4.4% | +6.6% | -11.0% | -6.4% |
| 6M | -2.0% | +12.3% | -14.3% | -5.8% |
| YTD | +11.1% | +31.6% | -20.4% | +1.5% |
| 1Y | +15.1% | +31.5% | -16.4% | +5.1% |
| 3Y | +70.4% | +68.0% | +2.4% | +42.3% |
| 5Y | +47.2% | +38.7% | +8.5% | +28.6% |
| 10Y | +142.3% | +65.7% | +76.6% | +89.6% |
| All | +167.6% | +193.4% | -25.7% | +38.9% |
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 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