+83.8%
KRE vs VLO
+790.8%
-706.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.2% |
| 7D | +0.7% | +9.6% | -8.9% | -3.0% |
| 30D | +6.1% | -17.4% | +23.5% | +13.8% |
| 3M | -5.9% | +10.8% | -16.7% | -11.1% |
| 6M | +9.6% | +56.9% | -47.4% | -11.4% |
| YTD | +14.2% | +136.8% | -122.6% | -24.4% |
| 1Y | +22.5% | +120.7% | -98.2% | -16.5% |
| 3Y | +90.4% | +231.9% | -141.6% | +4.3% |
| 5Y | +11.9% | +479.0% | -467.1% | -56.7% |
| All | +83.8% | +790.8% | -706.9% | -47.7% |
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