+262.4%
VST vs KMI
+102.8%
+159.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.8% | +11.3% | +11.2% |
| 7D | -9.8% | -10.8% | +1.0% | -0.1% |
| 30D | -25.1% | -5.0% | -20.1% | -21.6% |
| 3M | -11.6% | -3.4% | -8.2% | -9.1% |
| 6M | -20.9% | -3.4% | -17.5% | -20.0% |
| YTD | -22.3% | +13.1% | -35.4% | -34.9% |
| 1Y | -32.0% | +19.0% | -51.0% | -46.7% |
| 3Y | +262.4% | +106.1% | +156.3% | +138.6% |
| All | +262.4% | +102.8% | +159.5% | +138.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling