+191.2%
VLO vs KWEB
-2.9%
+194.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | +4.0% | -4.3% | +8.3% | +4.6% |
| 30D | +19.0% | -13.0% | +32.0% | +21.3% |
| 3M | +50.0% | -7.6% | +57.5% | +51.3% |
| 6M | +79.1% | -21.1% | +100.3% | +84.8% |
| YTD | +140.3% | -28.2% | +168.5% | +152.3% |
| 1Y | +148.3% | -34.9% | +183.2% | +165.9% |
| All | +191.2% | -2.9% | +194.1% | +193.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling