+1,179.1%
VST vs KIM
+63.0%
+1,116.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +19.2% | -0.7% | +19.8% | +19.4% |
| 30D | -17.2% | +13.4% | -30.6% | -21.1% |
| 3M | -8.1% | +6.5% | -14.7% | -10.6% |
| 6M | -8.1% | +10.6% | -18.7% | -12.1% |
| YTD | -16.3% | +29.9% | -46.2% | -24.4% |
| 1Y | -24.1% | +29.6% | -53.7% | -31.6% |
| 3Y | +300.2% | +64.1% | +236.2% | +227.9% |
| 5Y | +645.9% | +35.3% | +610.6% | +545.5% |
| All | +1,179.1% | +63.0% | +1,116.1% | +860.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling