+192.7%
VLO vs KMX
-25.6%
+218.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.3% | +7.6% | +3.8% |
| 7D | +5.8% | -0.7% | +6.5% | +5.8% |
| 30D | +28.3% | +4.1% | +24.2% | +27.5% |
| 3M | +48.7% | +27.5% | +21.2% | +43.2% |
| 6M | +71.9% | +43.6% | +28.3% | +61.8% |
| YTD | +138.7% | +56.8% | +81.9% | +121.1% |
| 1Y | +148.5% | -1.3% | +149.8% | +150.2% |
| 3Y | +192.7% | -25.4% | +218.1% | +194.5% |
| All | +192.7% | -25.6% | +218.2% | +194.5% |
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