+601.6%
VLO vs KDP
+6.3%
+595.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | +5.8% | +2.1% | +3.7% | +5.5% |
| 30D | +28.3% | +8.5% | +19.9% | +27.0% |
| 3M | +48.7% | +6.6% | +42.1% | +47.4% |
| 6M | +71.9% | +17.1% | +54.8% | +68.6% |
| YTD | +138.7% | +19.0% | +119.6% | +133.2% |
| 1Y | +148.5% | +21.8% | +126.7% | +141.6% |
| 3Y | +192.7% | +6.4% | +186.2% | +188.8% |
| 5Y | +601.6% | +5.1% | +596.5% | +583.9% |
| All | +601.6% | +6.3% | +595.4% | +583.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling