+1,202.4%
VLO vs KEYS
+1,067.2%
+135.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.3% |
| 7D | +4.0% | +0.9% | +3.0% | +3.6% |
| 30D | +19.0% | -5.3% | +24.2% | +21.0% |
| 3M | +50.0% | +0.5% | +49.5% | +47.9% |
| 6M | +79.1% | +14.0% | +65.1% | +66.8% |
| YTD | +140.3% | +60.3% | +80.0% | +93.1% |
| 1Y | +148.3% | +91.3% | +57.0% | +84.8% |
| 3Y | +194.6% | +146.1% | +48.5% | +93.9% |
| 5Y | +609.6% | +80.8% | +528.8% | +410.4% |
| 10Y | +929.5% | +1,002.8% | -73.3% | +264.3% |
| All | +1,202.4% | +1,067.2% | +135.2% | +326.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling