+911.8%
VLO vs KIM
+33.1%
+878.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.3% |
| 7D | +4.0% | -1.5% | +5.5% | +4.8% |
| 30D | +19.0% | -1.7% | +20.7% | +20.1% |
| 3M | +50.0% | -7.1% | +57.1% | +55.9% |
| 6M | +79.1% | +2.9% | +76.3% | +74.8% |
| YTD | +140.3% | +18.8% | +121.4% | +115.8% |
| 1Y | +148.3% | +9.4% | +138.9% | +133.0% |
| 3Y | +194.6% | +44.6% | +150.1% | +130.1% |
| 5Y | +609.6% | +37.9% | +571.6% | +446.8% |
| All | +911.8% | +33.1% | +878.7% | +469.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling