+38.9%
ORLY vs KDP
+28.1%
+10.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.2% |
| 7D | +2.6% | -0.8% | +3.4% | +2.6% |
| 30D | +6.3% | +9.7% | -3.4% | +4.3% |
| 3M | -0.4% | +17.6% | -18.0% | -3.7% |
| 6M | +2.8% | +25.8% | -23.0% | -1.5% |
| YTD | +1.1% | +33.9% | -32.8% | -4.0% |
| 1Y | -6.3% | +38.9% | -45.1% | -11.5% |
| 3Y | +38.9% | +26.8% | +12.1% | +36.2% |
| All | +38.9% | +28.1% | +10.7% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling