+217.8%
VLO vs KMX
-13.7%
+231.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.8% |
| 7D | -0.4% | -2.3% | +1.8% | -0.2% |
| 30D | -16.6% | +6.3% | -22.9% | -17.4% |
| 3M | +12.3% | -7.4% | +19.7% | +12.9% |
| 6M | +47.8% | +37.9% | +9.9% | +39.0% |
| YTD | +126.7% | +39.5% | +87.3% | +111.2% |
| 1Y | +105.4% | +57.9% | +47.5% | +86.7% |
| All | +217.8% | -13.7% | +231.5% | +224.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling