+1,112.0%
VST vs KIM
+64.5%
+1,047.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.4% | +11.0% | +10.7% |
| 7D | -9.8% | +4.1% | -13.9% | -11.3% |
| 30D | -25.1% | +16.8% | -41.9% | -29.5% |
| 3M | -11.6% | +5.7% | -17.3% | -13.7% |
| 6M | -20.9% | +9.7% | -30.6% | -24.1% |
| YTD | -22.3% | +30.2% | -52.5% | -29.9% |
| 1Y | -32.0% | +32.1% | -64.1% | -39.1% |
| 3Y | +262.4% | +58.6% | +203.8% | +200.5% |
| 5Y | +563.4% | +31.2% | +532.2% | +480.3% |
| All | +1,112.0% | +64.5% | +1,047.5% | +786.8% |
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