+17,259.6%
VLO vs KIM
+3,315.9%
+13,943.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.2% |
| 7D | -13.3% | +4.1% | -17.4% | -14.9% |
| 30D | -18.3% | +16.8% | -35.1% | -23.8% |
| 3M | +14.3% | +5.7% | +8.6% | +11.1% |
| 6M | +47.6% | +9.7% | +38.0% | +40.8% |
| YTD | +116.0% | +30.2% | +85.7% | +90.6% |
| 1Y | +101.0% | +32.1% | +68.9% | +76.2% |
| 3Y | +199.0% | +58.6% | +140.4% | +138.9% |
| 5Y | +419.0% | +31.2% | +387.9% | +339.8% |
| 10Y | +778.2% | +66.7% | +711.5% | +530.7% |
| All | +17,259.6% | +3,315.9% | +13,943.7% | +5,538.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling