+500.1%
VST vs KIM
+31.2%
+468.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.0% | -5.2% | -5.8% |
| 7D | -19.9% | +5.0% | -24.9% | -21.6% |
| 30D | -29.7% | +15.8% | -45.4% | -33.9% |
| 3M | -19.6% | +4.3% | -23.8% | -21.2% |
| 6M | -29.4% | +11.4% | -40.8% | -33.0% |
| YTD | -29.7% | +30.8% | -60.5% | -37.6% |
| 1Y | -40.0% | +31.4% | -71.5% | -47.0% |
| 3Y | +231.0% | +57.7% | +173.3% | +165.8% |
| 5Y | +500.1% | +31.7% | +468.3% | +408.2% |
| All | +500.1% | +31.2% | +468.8% | +408.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling