+108.8%
KMI vs VTRS
-12.1%
+120.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.3% |
| 7D | -2.1% | -3.3% | +1.2% | -1.3% |
| 30D | -1.7% | +1.4% | -3.1% | -2.1% |
| 3M | -1.9% | +4.6% | -6.5% | -3.3% |
| 6M | -4.3% | +18.1% | -22.4% | -9.0% |
| YTD | +15.8% | +34.7% | -18.9% | +6.1% |
| 1Y | +17.6% | +65.6% | -48.0% | +1.7% |
| 3Y | +113.1% | +83.8% | +29.3% | +74.0% |
| 5Y | +154.0% | +46.5% | +107.5% | +114.2% |
| 10Y | +133.1% | -48.6% | +181.7% | +137.5% |
| All | +108.8% | -12.1% | +120.9% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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