+199.0%
VLO vs KEY
+106.2%
+92.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.2% |
| 7D | -13.3% | -1.3% | -12.0% | -13.0% |
| 30D | -18.3% | +5.1% | -23.5% | -19.8% |
| 3M | +14.3% | -7.1% | +21.5% | +17.0% |
| 6M | +47.6% | -4.4% | +52.0% | +48.9% |
| YTD | +116.0% | +4.0% | +112.0% | +109.7% |
| 1Y | +101.0% | +23.4% | +77.6% | +81.4% |
| 3Y | +199.0% | +113.9% | +85.1% | +132.4% |
| All | +199.0% | +106.2% | +92.8% | +132.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling