+262.4%
VST vs KIM
+57.8%
+204.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.4% | +11.0% | +10.7% |
| 7D | -9.8% | +4.1% | -13.9% | -10.9% |
| 30D | -25.1% | +16.8% | -41.9% | -28.9% |
| 3M | -11.6% | +5.7% | -17.3% | -13.1% |
| 6M | -20.9% | +9.7% | -30.6% | -23.7% |
| YTD | -22.3% | +30.2% | -52.5% | -29.3% |
| 1Y | -32.0% | +32.1% | -64.1% | -38.6% |
| 3Y | +262.4% | +58.6% | +203.8% | +207.1% |
| All | +262.4% | +57.8% | +204.6% | +207.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling