+183.8%
VXUS vs KIM
+168.6%
+15.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.0% | +0.4% | +0.6% | +0.9% |
| 30D | +2.2% | -4.0% | +6.2% | +3.5% |
| 3M | +3.0% | +0.5% | +2.4% | +2.5% |
| 6M | +10.7% | +3.6% | +7.0% | +9.1% |
| YTD | +17.8% | +20.4% | -2.6% | +10.8% |
| 1Y | +27.6% | +9.7% | +17.9% | +23.3% |
| 3Y | +73.3% | +46.0% | +27.3% | +51.0% |
| 5Y | +54.3% | +34.4% | +19.9% | +36.0% |
| 10Y | +149.8% | +29.3% | +120.5% | +118.8% |
| All | +183.8% | +168.6% | +15.3% | +51.5% |
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