+924.9%
VLO vs KMX
+11.6%
+913.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.9% |
| 7D | +5.3% | -3.1% | +8.4% | +6.2% |
| 30D | +18.2% | +4.4% | +13.8% | +16.6% |
| 3M | +53.3% | +18.9% | +34.4% | +44.6% |
| 6M | +70.4% | +44.3% | +26.2% | +49.7% |
| YTD | +143.4% | +58.7% | +84.7% | +106.7% |
| 1Y | +153.0% | +0.1% | +152.9% | +141.8% |
| 3Y | +195.0% | -24.4% | +219.4% | +198.7% |
| 5Y | +618.8% | -54.4% | +673.2% | +730.3% |
| All | +924.9% | +11.6% | +913.3% | +733.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling