+129,057.7%
KLAC vs VLO
+36,773.5%
+92,284.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.5% | -3.5% |
| 7D | +10.0% | +9.6% | +0.4% | +7.2% |
| 30D | -14.8% | -17.4% | +2.6% | -10.2% |
| 3M | -27.2% | +10.8% | -37.9% | -29.7% |
| 6M | -17.5% | +56.9% | -74.4% | -28.3% |
| YTD | +25.8% | +136.8% | -111.0% | -4.5% |
| 1Y | +31.8% | +120.7% | -88.8% | +1.9% |
| 3Y | +195.3% | +231.9% | -36.6% | +99.7% |
| 5Y | +285.9% | +479.0% | -193.1% | +114.2% |
| 10Y | +2,247.6% | +792.2% | +1,455.4% | +965.0% |
| All | +129,057.7% | +36,773.5% | +92,284.2% | +19,529.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling