+75.1%
KIM vs VLTO
+57.1%
+18.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -1.0% | +1.5% | -2.5% | -1.5% |
| 30D | +14.8% | +20.9% | -6.2% | +8.0% |
| 3M | +8.1% | +21.4% | -13.2% | +1.5% |
| 6M | +11.7% | +37.6% | -25.9% | +0.4% |
| YTD | +30.7% | +19.5% | +11.2% | +23.0% |
| 1Y | +29.7% | +22.0% | +7.7% | +20.9% |
| 3Y | +65.1% | +70.7% | -5.6% | +45.4% |
| All | +75.1% | +57.1% | +18.0% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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