+1,416.9%
VLO vs KDP
+1,132.0%
+284.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | +5.2% | +1.3% | +3.9% | +4.6% |
| 30D | +22.6% | +6.0% | +16.6% | +19.4% |
| 3M | +43.8% | +9.2% | +34.6% | +37.7% |
| 6M | +65.7% | +14.7% | +51.1% | +54.5% |
| YTD | +131.1% | +19.2% | +111.9% | +111.3% |
| 1Y | +143.6% | +15.2% | +128.5% | +124.7% |
| 3Y | +201.4% | +6.0% | +195.4% | +180.7% |
| 5Y | +568.9% | +5.4% | +563.5% | +512.4% |
| 10Y | +891.8% | +171.9% | +719.9% | +418.8% |
| All | +1,416.9% | +1,132.0% | +284.9% | +185.1% |
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