+75.1%
KIM vs VLTO
+54.1%
+21.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +5.0% | +12.0% | -7.0% | +1.2% |
| 30D | +15.8% | +20.8% | -5.1% | +9.0% |
| 3M | +4.3% | +20.1% | -15.8% | -1.8% |
| 6M | +11.4% | +32.6% | -21.2% | +1.3% |
| YTD | +30.8% | +17.3% | +13.5% | +23.8% |
| 1Y | +31.4% | +17.3% | +14.1% | +24.3% |
| 3Y | +57.7% | +66.9% | -9.2% | +40.0% |
| All | +75.1% | +54.1% | +21.0% | +56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling