+74.6%
KIM vs VLTO
+56.4%
+18.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.1% |
| 7D | +0.1% | +1.0% | -0.9% | -0.2% |
| 30D | +14.1% | +17.5% | -3.4% | +8.4% |
| 3M | +6.0% | +21.4% | -15.4% | -0.5% |
| 6M | +13.2% | +38.1% | -24.9% | +1.7% |
| YTD | +30.4% | +19.0% | +11.4% | +22.8% |
| 1Y | +31.0% | +20.7% | +10.4% | +22.6% |
| 3Y | +67.6% | +64.3% | +3.3% | +48.2% |
| All | +74.6% | +56.4% | +18.2% | +55.2% |
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