+18,475.7%
VLO vs KIM
+3,058.9%
+15,416.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +24.7% |
| 3M | +43.8% | +0.5% | +43.2% | +43.1% |
| 6M | +65.7% | +3.6% | +62.1% | +62.2% |
| YTD | +131.1% | +20.4% | +110.7% | +111.7% |
| 1Y | +143.6% | +9.7% | +133.9% | +131.9% |
| 3Y | +201.4% | +46.0% | +155.4% | +149.7% |
| 5Y | +568.9% | +34.4% | +534.4% | +461.9% |
| 10Y | +891.8% | +29.3% | +862.5% | +688.7% |
| All | +18,475.7% | +3,058.9% | +15,416.7% | +6,163.7% |
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 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