+199.0%
VLO vs KMB
+2.8%
+196.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.5% | -1.7% |
| 7D | -13.3% | +0.5% | -13.8% | -13.1% |
| 30D | -18.3% | +12.4% | -30.7% | -16.7% |
| 3M | +14.3% | +1.0% | +13.4% | +15.1% |
| 6M | +47.6% | +12.1% | +35.5% | +50.3% |
| YTD | +116.0% | +11.6% | +104.4% | +120.1% |
| 1Y | +101.0% | +13.1% | +87.9% | +104.9% |
| 3Y | +199.0% | +1.6% | +197.4% | +195.6% |
| All | +199.0% | +2.8% | +196.3% | +195.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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