+120.6%
VLO vs KDP
+41.3%
+79.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.9% | -11.7% | -5.5% |
| 7D | -6.0% | +5.3% | -11.3% | -5.8% |
| 30D | -12.9% | +19.1% | -32.0% | -13.1% |
| 3M | +18.3% | +19.2% | -0.8% | +17.9% |
| 6M | +46.4% | +29.3% | +17.2% | +46.5% |
| YTD | +127.7% | +35.5% | +92.2% | +127.8% |
| 1Y | +120.6% | +43.5% | +77.1% | +117.4% |
| All | +120.6% | +41.3% | +79.3% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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