+77.5%
VYM vs KIM
+35.1%
+42.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | -1.9% | -1.5% | -0.4% | -1.3% |
| 30D | -2.6% | -1.7% | -0.9% | -2.0% |
| 3M | +3.6% | -7.1% | +10.7% | +6.2% |
| 6M | +8.7% | +2.9% | +5.8% | +7.2% |
| YTD | +14.1% | +18.8% | -4.7% | +6.5% |
| 1Y | +17.8% | +9.4% | +8.4% | +13.3% |
| 3Y | +64.5% | +44.6% | +19.9% | +40.6% |
| 5Y | +77.5% | +37.9% | +39.6% | +53.6% |
| All | +77.5% | +35.1% | +42.5% | +53.6% |
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