+911.8%
VLO vs KMI
+137.5%
+774.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | +0.3% |
| 7D | +4.0% | -2.1% | +6.0% | +5.7% |
| 30D | +19.0% | -1.7% | +20.7% | +20.3% |
| 3M | +50.0% | -1.9% | +51.9% | +51.6% |
| 6M | +79.1% | -4.3% | +83.5% | +84.2% |
| YTD | +140.3% | +15.8% | +124.5% | +110.7% |
| 1Y | +148.3% | +17.6% | +130.7% | +113.4% |
| 3Y | +194.6% | +113.1% | +81.5% | +44.2% |
| 5Y | +609.6% | +154.0% | +455.6% | +200.3% |
| All | +911.8% | +137.5% | +774.3% | +319.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 10y: compounded portfolio wealth divided by compounded KMI 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…
10y analysis · Full analysis span regression · 6 months rolling