+1,317.6%
VLO vs KDP
+1,294.7%
+22.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | -13.3% | +2.2% | -15.5% | -14.5% |
| 30D | -18.3% | +19.9% | -38.3% | -24.7% |
| 3M | +14.3% | +21.5% | -7.1% | +4.4% |
| 6M | +47.6% | +30.1% | +17.5% | +30.3% |
| YTD | +116.0% | +34.9% | +81.0% | +86.1% |
| 1Y | +101.0% | +43.4% | +57.6% | +68.5% |
| 3Y | +199.0% | +29.1% | +169.9% | +154.0% |
| 5Y | +419.0% | +15.0% | +404.1% | +357.6% |
| 10Y | +778.2% | +234.1% | +544.1% | +312.6% |
| All | +1,317.6% | +1,294.7% | +22.8% | +151.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling