+15,380.3%
VLO vs KMX
+383.8%
+14,996.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.1% |
| 7D | +9.6% | +3.4% | +6.3% | +8.9% |
| 30D | -17.4% | +6.8% | -24.2% | -18.8% |
| 3M | +10.8% | -11.4% | +22.1% | +12.7% |
| 6M | +56.9% | +43.6% | +13.4% | +43.7% |
| YTD | +136.8% | +37.7% | +99.0% | +116.6% |
| 1Y | +120.7% | +53.0% | +67.7% | +97.3% |
| 3Y | +231.9% | -16.3% | +248.2% | +225.1% |
| 5Y | +479.0% | -64.2% | +543.2% | +547.8% |
| 10Y | +792.2% | -2.8% | +795.0% | +707.7% |
| All | +15,380.3% | +383.8% | +14,996.4% | +9,596.9% |
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