+75.5%
KIM vs VLTO
+56.3%
+19.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.8% | +1.6% | +1.1% | +2.2% |
| 30D | +15.9% | +22.0% | -6.1% | +8.7% |
| 3M | +7.8% | +21.9% | -14.1% | +1.1% |
| 6M | +11.9% | +36.5% | -24.6% | +0.9% |
| YTD | +31.0% | +19.0% | +12.1% | +23.5% |
| 1Y | +32.3% | +21.0% | +11.4% | +23.7% |
| 3Y | +65.5% | +69.9% | -4.4% | +45.9% |
| All | +75.5% | +56.3% | +19.1% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling