+452.1%
KLAC vs VLO
+619.0%
-166.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -3.6% |
| 7D | +6.2% | +6.2% | -0.1% | +4.6% |
| 30D | -5.0% | +23.5% | -28.5% | -9.9% |
| 3M | -14.4% | +53.9% | -68.3% | -23.4% |
| 6M | +28.3% | +81.7% | -53.4% | +8.4% |
| YTD | +51.1% | +142.5% | -91.4% | +16.2% |
| 1Y | +100.4% | +145.4% | -45.1% | +53.0% |
| 3Y | +276.3% | +197.3% | +79.0% | +164.6% |
| 5Y | +452.1% | +614.6% | -162.5% | +207.2% |
| All | +452.1% | +619.0% | -166.9% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 VLO 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