+129.5%
KMI vs VSH
+196.4%
-66.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.1% | -6.4% | -1.7% |
| 7D | -1.7% | +4.8% | -6.5% | -2.8% |
| 30D | -2.7% | -0.7% | -2.0% | -2.9% |
| 3M | -0.7% | -43.1% | +42.4% | +10.8% |
| 6M | -5.0% | +91.8% | -96.8% | -26.2% |
| YTD | +15.5% | +131.6% | -116.2% | -16.0% |
| 1Y | +16.4% | +118.1% | -101.6% | -14.7% |
| 3Y | +114.2% | +40.9% | +73.3% | +71.9% |
| 5Y | +153.3% | +75.8% | +77.5% | +79.2% |
| All | +129.5% | +196.4% | -66.9% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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