+82.9%
KORU vs ORLY
+363.8%
-280.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.4% | +8.6% | +8.7% |
| 7D | -1.7% | -2.4% | +0.7% | -0.2% |
| 30D | +13.5% | -6.8% | +20.3% | +18.1% |
| 3M | -45.2% | -4.8% | -40.5% | -46.1% |
| 6M | +17.1% | -9.1% | +26.2% | +16.5% |
| YTD | +154.1% | -5.9% | +160.0% | +146.8% |
| 1Y | +375.7% | -20.4% | +396.1% | +413.4% |
| 3Y | +474.0% | +36.6% | +437.4% | +275.4% |
| 5Y | +60.4% | +117.3% | -56.9% | -34.1% |
| All | +82.9% | +363.8% | -280.8% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ORLY.
Daily Out/Under-Performance
Portfolio return minus ORLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORLY 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 ORLY 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