+120.6%
VLO vs KEEL
-45.0%
+165.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.1% | -1.6% | -5.8% |
| 7D | -6.0% | -13.6% | +7.6% | -6.1% |
| 30D | -12.9% | -39.1% | +26.3% | -13.2% |
| 3M | +18.3% | -48.9% | +67.2% | +18.0% |
| 6M | +46.4% | -35.4% | +81.8% | +45.1% |
| YTD | +127.7% | -10.6% | +138.4% | +119.3% |
| 1Y | +120.6% | -45.3% | +165.9% | +114.8% |
| All | +120.6% | -45.0% | +165.6% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling