+869.5%
VLO vs KEY
+173.8%
+695.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +5.2% | +2.2% | +3.0% | +4.0% |
| 30D | +22.6% | -3.0% | +25.6% | +24.5% |
| 3M | +43.8% | +3.3% | +40.4% | +40.7% |
| 6M | +65.7% | +9.2% | +56.6% | +56.1% |
| YTD | +131.1% | +10.6% | +120.5% | +115.7% |
| 1Y | +143.6% | +20.4% | +123.2% | +116.0% |
| 3Y | +201.4% | +121.8% | +79.5% | +81.0% |
| 5Y | +568.9% | +41.1% | +527.8% | +370.3% |
| All | +869.5% | +173.8% | +695.8% | +282.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling