+614.6%
VLO vs KMX
-54.2%
+668.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +6.2% | -1.9% | +8.1% | +6.5% |
| 30D | +23.5% | +2.6% | +20.9% | +23.0% |
| 3M | +53.9% | +25.6% | +28.3% | +48.5% |
| 6M | +81.7% | +41.9% | +39.8% | +71.5% |
| YTD | +142.5% | +56.0% | +86.4% | +125.3% |
| 1Y | +145.4% | -1.8% | +147.2% | +143.1% |
| 3Y | +197.3% | -25.7% | +223.1% | +204.9% |
| 5Y | +614.6% | -54.7% | +669.3% | +670.8% |
| All | +614.6% | -54.2% | +668.7% | +670.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling