+195.0%
VLO vs KEYS
+154.3%
+40.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | +0.4% |
| 7D | +5.3% | +3.5% | +1.8% | +4.5% |
| 30D | +18.2% | -4.5% | +22.7% | +19.3% |
| 3M | +53.3% | -0.4% | +53.7% | +52.3% |
| 6M | +70.4% | +19.1% | +51.3% | +59.8% |
| YTD | +143.4% | +66.7% | +76.7% | +100.6% |
| 1Y | +153.0% | +96.5% | +56.5% | +94.5% |
| 3Y | +195.0% | +155.2% | +39.8% | +101.2% |
| All | +195.0% | +154.3% | +40.6% | +101.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling