+30.9%
KRE vs VLO
+619.0%
-588.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.6% |
| 7D | -1.1% | +6.2% | -7.3% | -2.7% |
| 30D | -3.4% | +23.5% | -26.9% | -8.9% |
| 3M | +3.7% | +53.9% | -50.1% | -8.4% |
| 6M | +14.8% | +81.7% | -66.9% | -4.7% |
| YTD | +14.7% | +142.5% | -127.8% | -13.6% |
| 1Y | +16.0% | +145.4% | -129.4% | -13.3% |
| 3Y | +84.3% | +197.3% | -113.1% | +26.1% |
| 5Y | +30.9% | +614.6% | -583.7% | -40.3% |
| All | +30.9% | +619.0% | -588.1% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling