+869.5%
VLO vs KDP
+174.5%
+695.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +5.2% | +1.3% | +3.9% | +4.9% |
| 30D | +22.6% | +6.0% | +16.6% | +20.7% |
| 3M | +43.8% | +9.2% | +34.6% | +40.2% |
| 6M | +65.7% | +14.7% | +51.1% | +59.3% |
| YTD | +131.1% | +19.2% | +111.9% | +119.4% |
| 1Y | +143.6% | +15.2% | +128.5% | +132.7% |
| 3Y | +201.4% | +6.0% | +195.4% | +190.3% |
| 5Y | +568.9% | +5.4% | +563.5% | +537.7% |
| All | +869.5% | +174.5% | +695.1% | +714.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling