+924.9%
VLO vs KWEB
-19.7%
+944.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +5.3% | -5.6% | +10.9% | +6.4% |
| 30D | +18.2% | -10.7% | +28.9% | +20.7% |
| 3M | +53.3% | -7.4% | +60.8% | +55.3% |
| 6M | +70.4% | -19.3% | +89.8% | +76.4% |
| YTD | +143.4% | -27.8% | +171.1% | +157.0% |
| 1Y | +153.0% | -35.9% | +188.9% | +173.6% |
| 3Y | +195.0% | -1.9% | +196.9% | +187.1% |
| 5Y | +618.8% | -43.2% | +662.0% | +680.2% |
| All | +924.9% | -19.7% | +944.6% | +759.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 10y: compounded portfolio wealth divided by compounded KWEB 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…
10y analysis · Full analysis span regression · 6 months rolling