+121.9%
KRE vs ORLY
+363.8%
-241.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ORLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | -1.8% | -2.4% | +0.5% | -1.0% |
| 30D | -4.5% | -6.8% | +2.3% | -2.0% |
| 3M | +2.7% | -4.8% | +7.5% | +4.1% |
| 6M | +16.9% | -9.1% | +25.9% | +20.2% |
| YTD | +15.4% | -5.9% | +21.3% | +16.6% |
| 1Y | +16.1% | -20.4% | +36.5% | +25.0% |
| 3Y | +85.7% | +36.6% | +49.1% | +58.2% |
| 5Y | +33.3% | +117.3% | -84.1% | -9.0% |
| All | +121.9% | +363.8% | -241.9% | +15.2% |
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