+154.0%
KMI vs VCLT
-17.3%
+171.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -2.1% | -1.3% | -0.8% | -1.7% |
| 30D | -1.7% | -1.1% | -0.6% | -1.4% |
| 3M | -1.9% | -3.7% | +1.8% | -1.0% |
| 6M | -4.3% | -4.0% | -0.3% | -3.5% |
| YTD | +15.8% | -3.4% | +19.2% | +16.7% |
| 1Y | +17.6% | -4.1% | +21.7% | +18.7% |
| 3Y | +113.1% | +11.0% | +102.1% | +105.8% |
| 5Y | +154.0% | -17.0% | +171.0% | +135.1% |
| All | +154.0% | -17.3% | +171.3% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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