+143.6%
VLO vs KDP
+15.4%
+128.3%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +5.2% | +1.3% | +3.9% | +5.2% |
| 30D | +22.6% | +6.0% | +16.6% | +22.3% |
| 3M | +43.8% | +9.2% | +34.6% | +43.7% |
| 6M | +65.7% | +14.7% | +51.1% | +67.6% |
| YTD | +131.1% | +19.2% | +111.9% | +132.3% |
| 1Y | +143.6% | +15.2% | +128.5% | +143.4% |
| All | +143.6% | +15.4% | +128.3% | +143.4% |
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