+155.8%
KRE vs VLO
+1,118.5%
-962.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.3% | +5.2% | -3.9% | -0.8% |
| 30D | -2.7% | +22.6% | -25.3% | -10.7% |
| 3M | +8.2% | +43.8% | -35.6% | -7.7% |
| 6M | +12.8% | +65.7% | -52.9% | -10.8% |
| YTD | +17.5% | +131.1% | -113.6% | -19.7% |
| 1Y | +16.6% | +143.6% | -127.0% | -22.6% |
| 3Y | +79.5% | +201.4% | -121.9% | +5.4% |
| 5Y | +32.4% | +568.9% | -536.5% | -48.4% |
| 10Y | +124.1% | +891.8% | -767.7% | -32.4% |
| All | +155.8% | +1,118.5% | -962.7% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling