+116.5%
ORLY vs KDP
+3.0%
+113.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.3% | -0.2% |
| 7D | -2.1% | -4.3% | +2.2% | -1.1% |
| 30D | -7.6% | +7.8% | -15.4% | -9.4% |
| 3M | -5.5% | -0.1% | -5.4% | -5.5% |
| 6M | -9.7% | +14.0% | -23.7% | -12.6% |
| YTD | -6.2% | +15.1% | -21.3% | -9.5% |
| 1Y | -18.6% | +18.5% | -37.2% | -22.2% |
| 3Y | +33.8% | +2.9% | +31.0% | +31.5% |
| 5Y | +116.5% | +3.0% | +113.6% | +114.9% |
| All | +116.5% | +3.0% | +113.6% | +114.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling