+82.6%
KO vs VLO
+608.8%
-526.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.5% |
| 7D | +0.2% | +5.3% | -5.1% | +0.2% |
| 30D | +1.8% | +18.2% | -16.4% | +1.5% |
| 3M | +7.7% | +53.3% | -45.7% | +6.7% |
| 6M | +15.3% | +70.4% | -55.2% | +13.9% |
| YTD | +28.0% | +143.4% | -115.4% | +25.1% |
| 1Y | +34.3% | +153.0% | -118.7% | +31.0% |
| 3Y | +63.8% | +195.0% | -131.2% | +57.7% |
| All | +82.6% | +608.8% | -526.3% | +64.9% |
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