+551.2%
VLO vs KEEL
+309.9%
+241.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | +6.2% | +19.3% | -13.0% | +5.6% |
| 30D | +23.5% | +9.1% | +14.4% | +23.0% |
| 3M | +53.9% | -31.5% | +85.4% | +54.9% |
| 6M | +81.7% | +75.8% | +5.8% | +76.2% |
| YTD | +142.5% | +57.9% | +84.6% | +135.3% |
| 1Y | +145.4% | +133.3% | +12.1% | +133.0% |
| 3Y | +197.3% | +204.1% | -6.8% | +172.6% |
| 5Y | +614.6% | -37.5% | +652.1% | +560.2% |
| All | +551.2% | +309.9% | +241.3% | +446.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling