+420.0%
VLO vs KIM
+31.1%
+388.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.2% |
| 7D | -13.3% | +4.1% | -17.4% | -14.6% |
| 30D | -18.3% | +16.8% | -35.1% | -22.9% |
| 3M | +14.3% | +5.7% | +8.6% | +11.8% |
| 6M | +47.6% | +9.7% | +38.0% | +42.0% |
| YTD | +116.0% | +30.2% | +85.7% | +93.2% |
| 1Y | +101.0% | +32.1% | +68.9% | +78.7% |
| 3Y | +199.0% | +58.6% | +140.4% | +144.3% |
| All | +420.0% | +31.1% | +388.9% | +331.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling