+115.7%
KMI vs VCLT
+87.9%
+27.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.9% |
| 7D | -0.4% | +0.3% | -0.7% | -0.4% |
| 30D | +3.7% | -0.6% | +4.2% | +3.8% |
| 3M | +3.2% | -2.2% | +5.4% | +3.7% |
| 6M | -3.0% | -2.9% | -0.1% | -2.4% |
| YTD | +19.7% | -2.1% | +21.7% | +20.1% |
| 1Y | +25.6% | -2.6% | +28.2% | +26.3% |
| 3Y | +120.2% | +12.5% | +107.7% | +113.1% |
| 5Y | +160.5% | -15.3% | +175.8% | +166.3% |
| 10Y | +134.8% | +16.6% | +118.2% | +140.6% |
| All | +115.7% | +87.9% | +27.8% | +164.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling