+120.6%
VLO vs KIM
+33.1%
+87.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.6% | -9.3% | -5.1% |
| 7D | -6.0% | +10.6% | -16.6% | -4.5% |
| 30D | -12.9% | +17.5% | -30.4% | -11.1% |
| 3M | +18.3% | +4.7% | +13.6% | +20.0% |
| 6M | +46.4% | +13.1% | +33.3% | +50.6% |
| YTD | +127.7% | +32.1% | +95.7% | +120.9% |
| 1Y | +120.6% | +32.7% | +88.0% | +114.0% |
| All | +120.6% | +33.1% | +87.5% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling