+26.9%
KRE vs VLO
+120.8%
-93.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.8% | +7.5% | +1.6% |
| 7D | +2.8% | -6.0% | +8.8% | +2.7% |
| 30D | +5.3% | -12.9% | +18.2% | +5.1% |
| 3M | -4.2% | +18.3% | -22.6% | -4.4% |
| 6M | +8.7% | +46.4% | -37.7% | +8.2% |
| YTD | +16.4% | +127.7% | -111.4% | +6.7% |
| 1Y | +26.9% | +120.6% | -93.7% | +16.9% |
| All | +26.9% | +120.8% | -93.9% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling