+743.6%
VLO vs KDP
+235.7%
+507.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.1% | +2.8% |
| 7D | -6.5% | +0.3% | -6.8% | -6.7% |
| 30D | -17.8% | +16.3% | -34.1% | -21.0% |
| 3M | +19.6% | +24.0% | -4.4% | +12.8% |
| 6M | +49.3% | +30.0% | +19.3% | +38.8% |
| YTD | +122.4% | +36.1% | +86.3% | +103.5% |
| 1Y | +107.4% | +46.8% | +60.6% | +85.9% |
| 3Y | +223.1% | +30.5% | +192.6% | +193.1% |
| 5Y | +432.2% | +17.9% | +414.3% | +393.2% |
| 10Y | +743.6% | +239.3% | +504.4% | +550.7% |
| All | +743.6% | +235.7% | +507.9% | +550.7% |
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