+359.4%
ORLY vs KDP
+173.3%
+186.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.3% | -0.1% |
| 7D | -2.1% | -4.3% | +2.2% | -1.0% |
| 30D | -7.6% | +7.8% | -15.4% | -9.6% |
| 3M | -5.5% | -0.1% | -5.4% | -5.6% |
| 6M | -9.7% | +14.0% | -23.7% | -13.0% |
| YTD | -6.2% | +15.1% | -21.3% | -10.0% |
| 1Y | -18.6% | +18.5% | -37.2% | -22.8% |
| 3Y | +33.8% | +2.9% | +31.0% | +30.5% |
| 5Y | +116.5% | +3.0% | +113.6% | +110.3% |
| All | +359.4% | +173.3% | +186.0% | +251.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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