+1,205.2%
VST vs KIM
+65.6%
+1,139.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.0% | +6.3% | +7.0% |
| 7D | -0.5% | +2.8% | -3.3% | -1.7% |
| 30D | -17.1% | +16.3% | -33.4% | -21.7% |
| 3M | -4.6% | +6.6% | -11.2% | -7.2% |
| 6M | -9.1% | +12.3% | -21.4% | -13.4% |
| YTD | -16.6% | +31.6% | -48.2% | -25.0% |
| 1Y | -29.5% | +31.5% | -61.0% | -36.7% |
| 3Y | +297.5% | +68.0% | +229.5% | +223.1% |
| 5Y | +654.5% | +38.7% | +615.8% | +547.6% |
| 10Y | +1,205.2% | +65.7% | +1,139.5% | +850.3% |
| All | +1,205.2% | +65.6% | +1,139.7% | +850.3% |
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 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