+17,473.0%
VLO vs KIM
+3,337.3%
+14,135.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -9.5% | +2.8% | -12.3% | -10.7% |
| 30D | -19.1% | +15.9% | -35.0% | -24.3% |
| 3M | +11.4% | +7.8% | +3.6% | +7.4% |
| 6M | +46.7% | +11.9% | +34.9% | +38.8% |
| YTD | +118.6% | +31.0% | +87.6% | +92.4% |
| 1Y | +99.9% | +32.3% | +67.5% | +75.2% |
| 3Y | +210.5% | +65.5% | +145.0% | +143.6% |
| 5Y | +432.7% | +37.2% | +395.5% | +343.0% |
| 10Y | +717.1% | +63.9% | +653.2% | +490.8% |
| All | +17,473.0% | +3,337.3% | +14,135.7% | +5,593.3% |
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