+14,723.3%
VLO vs KMX
+389.9%
+14,333.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.8% |
| 7D | -0.4% | -2.3% | +1.8% | 0.0% |
| 30D | -16.6% | +6.3% | -22.9% | -17.9% |
| 3M | +12.3% | -7.4% | +19.7% | +13.2% |
| 6M | +47.8% | +37.9% | +9.9% | +36.5% |
| YTD | +126.7% | +39.5% | +87.3% | +107.0% |
| 1Y | +105.4% | +57.9% | +47.5% | +82.5% |
| 3Y | +222.0% | -15.0% | +236.9% | +214.5% |
| 5Y | +449.8% | -64.1% | +514.0% | +515.0% |
| 10Y | +754.3% | -1.6% | +755.9% | +671.6% |
| All | +14,723.3% | +389.9% | +14,333.4% | +9,164.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling