+1,216.9%
VST vs KMI
+131.8%
+1,085.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.2% | +3.9% |
| 7D | +8.9% | -0.5% | +9.4% | +9.2% |
| 30D | +6.2% | +0.9% | +5.3% | +5.4% |
| 3M | -2.7% | 0.0% | -2.7% | -3.3% |
| 6M | -8.4% | -5.7% | -2.7% | -6.3% |
| YTD | -7.2% | +17.5% | -24.7% | -17.1% |
| 1Y | -20.9% | +22.3% | -43.2% | -31.4% |
| 3Y | +384.0% | +111.9% | +272.1% | +228.4% |
| 5Y | +757.1% | +151.8% | +605.2% | +428.4% |
| All | +1,216.9% | +131.8% | +1,085.1% | +662.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling