-22.0%
VST vs KIM
+30.6%
-52.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.0% |
| 7D | +6.6% | +0.1% | +6.5% | +6.6% |
| 30D | -12.4% | +14.1% | -26.5% | -11.0% |
| 3M | -9.0% | +6.0% | -15.0% | -7.1% |
| 6M | -6.4% | +13.2% | -19.7% | -6.5% |
| YTD | -17.2% | +30.4% | -47.6% | -6.8% |
| 1Y | -22.0% | +31.0% | -53.1% | -11.8% |
| All | -22.0% | +30.6% | -52.6% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling