+120.6%
VLO vs KEYS
+55.9%
+64.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.3% | +0.6% | -5.5% |
| 7D | -6.0% | -14.8% | +8.8% | -5.5% |
| 30D | -12.9% | -25.6% | +12.7% | -12.0% |
| 3M | +18.3% | -16.2% | +34.6% | +18.9% |
| 6M | +46.4% | -18.6% | +65.1% | +46.6% |
| YTD | +127.7% | +40.7% | +87.1% | +116.1% |
| 1Y | +120.6% | +59.6% | +61.0% | +106.8% |
| All | +120.6% | +55.9% | +64.7% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling