+560.5%
VLO vs KIM
+34.4%
+526.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +5.2% | +0.4% | +4.8% | +5.0% |
| 30D | +22.6% | -4.0% | +26.6% | +24.4% |
| 3M | +43.8% | +0.5% | +43.2% | +43.2% |
| 6M | +65.7% | +3.6% | +62.1% | +62.6% |
| YTD | +131.1% | +20.4% | +110.7% | +113.1% |
| 1Y | +143.6% | +9.7% | +133.9% | +132.9% |
| 3Y | +201.4% | +46.0% | +155.4% | +154.0% |
| All | +560.5% | +34.4% | +526.1% | +445.5% |
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 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