+145.4%
VLO vs KIM
+9.4%
+136.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.6% |
| 7D | +6.2% | -1.0% | +7.2% | +6.2% |
| 30D | +23.5% | -1.1% | +24.6% | +23.5% |
| 3M | +53.9% | -5.3% | +59.2% | +53.9% |
| 6M | +81.7% | +3.9% | +77.7% | +82.4% |
| YTD | +142.5% | +20.3% | +122.2% | +132.6% |
| 1Y | +145.4% | +10.4% | +135.0% | +132.7% |
| All | +145.4% | +9.4% | +136.0% | +132.7% |
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