+15,009.0%
VLO vs KMX
+475.4%
+14,533.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | +5.2% | +1.9% | +3.3% | +4.8% |
| 30D | +22.6% | +11.7% | +10.9% | +19.8% |
| 3M | +43.8% | +34.9% | +8.9% | +34.5% |
| 6M | +65.7% | +50.3% | +15.5% | +50.4% |
| YTD | +131.1% | +63.8% | +67.3% | +105.5% |
| 1Y | +143.6% | +3.8% | +139.8% | +133.2% |
| 3Y | +201.4% | -24.3% | +225.7% | +202.0% |
| 5Y | +568.9% | -50.2% | +619.1% | +600.9% |
| 10Y | +891.8% | +5.4% | +886.4% | +785.9% |
| All | +15,009.0% | +475.4% | +14,533.6% | +9,100.0% |
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 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