+1,205.2%
VST vs KMI
+151.5%
+1,053.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.0% | +5.3% | +6.1% |
| 7D | -0.5% | -6.5% | +6.0% | +3.9% |
| 30D | -17.1% | -5.1% | -12.0% | -14.3% |
| 3M | -4.6% | 0.0% | -4.6% | -4.5% |
| 6M | -9.1% | -0.9% | -8.2% | -9.2% |
| YTD | -16.6% | +15.4% | -32.0% | -24.6% |
| 1Y | -29.5% | +19.5% | -49.0% | -37.7% |
| 3Y | +297.5% | +116.3% | +181.2% | +167.5% |
| 5Y | +654.5% | +136.6% | +518.0% | +381.1% |
| 10Y | +1,205.2% | +139.6% | +1,065.7% | +657.0% |
| All | +1,205.2% | +151.5% | +1,053.8% | +657.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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