+22.5%
KRE vs VLO
+117.8%
-95.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | +0.7% | +9.6% | -8.9% | +0.8% |
| 30D | +6.1% | -17.4% | +23.5% | +6.1% |
| 3M | -5.9% | +10.8% | -16.7% | -6.1% |
| 6M | +9.6% | +56.9% | -47.4% | +9.0% |
| YTD | +14.2% | +136.8% | -122.6% | +4.0% |
| 1Y | +22.5% | +120.7% | -98.2% | +13.2% |
| All | +22.5% | +117.8% | -95.3% | +13.2% |
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 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