+121.6%
KRE vs VLO
+933.4%
-811.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | -1.4% | +4.0% | -5.4% | -3.1% |
| 30D | -3.9% | +19.0% | -22.9% | -10.7% |
| 3M | +3.6% | +50.0% | -46.3% | -13.2% |
| 6M | +15.4% | +79.1% | -63.8% | -12.0% |
| YTD | +15.2% | +140.3% | -125.1% | -23.2% |
| 1Y | +16.5% | +148.3% | -131.9% | -24.0% |
| 3Y | +85.2% | +194.6% | -109.5% | +8.1% |
| 5Y | +33.1% | +609.6% | -576.5% | -53.0% |
| All | +121.6% | +933.4% | -811.8% | -41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling