+195.0%
VLO vs KEEL
+197.5%
-2.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +1.1% |
| 7D | +5.3% | +2.9% | +2.4% | +5.2% |
| 30D | +18.2% | +0.8% | +17.4% | +18.0% |
| 3M | +53.3% | -35.3% | +88.7% | +55.1% |
| 6M | +70.4% | +59.4% | +11.1% | +63.2% |
| YTD | +143.4% | +51.9% | +91.5% | +132.3% |
| 1Y | +153.0% | +75.0% | +78.0% | +135.9% |
| 3Y | +195.0% | +224.5% | -29.6% | +148.5% |
| All | +195.0% | +197.5% | -2.5% | +148.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling