+143.6%
VLO vs KMX
+5.0%
+138.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | +5.2% | +1.9% | +3.3% | +5.2% |
| 30D | +22.6% | +11.7% | +10.9% | +22.7% |
| 3M | +43.8% | +34.9% | +8.9% | +43.8% |
| 6M | +65.7% | +50.3% | +15.5% | +66.6% |
| YTD | +131.1% | +63.8% | +67.3% | +134.1% |
| 1Y | +143.6% | +3.8% | +139.8% | +137.6% |
| All | +143.6% | +5.0% | +138.6% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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