+754.3%
VLO vs KEY
+107.2%
+647.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.5% |
| 7D | -0.4% | -0.5% | +0.1% | -0.1% |
| 30D | -16.6% | +6.7% | -23.3% | -19.6% |
| 3M | +12.3% | -4.6% | +16.9% | +14.6% |
| 6M | +47.8% | +2.6% | +45.3% | +44.3% |
| YTD | +126.7% | +7.0% | +119.8% | +114.6% |
| 1Y | +105.4% | +23.5% | +81.9% | +79.4% |
| 3Y | +222.0% | +126.4% | +95.6% | +92.5% |
| 5Y | +449.8% | +13.0% | +436.8% | +347.9% |
| 10Y | +754.3% | +99.5% | +654.8% | +370.5% |
| All | +754.3% | +107.2% | +647.1% | +370.5% |
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