+157,277.0%
KLAC vs VLO
+35,889.1%
+121,387.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | 0.0% | +7.3% | +7.3% |
| 7D | +5.7% | +5.2% | +0.5% | +4.2% |
| 30D | -3.6% | +22.6% | -26.2% | -9.2% |
| 3M | -12.8% | +43.8% | -56.6% | -21.8% |
| 6M | +26.1% | +65.7% | -39.7% | +7.2% |
| YTD | +53.3% | +131.1% | -77.8% | +17.7% |
| 1Y | +113.7% | +143.6% | -30.0% | +61.1% |
| 3Y | +274.9% | +201.4% | +73.5% | +161.3% |
| 5Y | +470.1% | +568.9% | -98.7% | +204.3% |
| 10Y | +2,997.0% | +891.8% | +2,105.2% | +1,269.6% |
| All | +157,277.0% | +35,889.1% | +121,387.9% | +24,112.4% |
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