+84.6%
KRE vs VLO
+195.4%
-110.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.6% |
| 7D | -1.1% | +6.2% | -7.3% | -2.6% |
| 30D | -3.4% | +23.5% | -26.9% | -8.4% |
| 3M | +3.7% | +53.9% | -50.1% | -7.6% |
| 6M | +14.8% | +81.7% | -66.9% | -4.2% |
| YTD | +14.7% | +142.5% | -127.8% | -14.0% |
| 1Y | +16.0% | +145.4% | -129.4% | -13.9% |
| All | +84.6% | +195.4% | -110.8% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling