+4,760.6%
ORLY vs KDP
+1,283.7%
+3,476.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -0.1% |
| 7D | +2.6% | -0.8% | +3.4% | +2.6% |
| 30D | +6.3% | +9.7% | -3.4% | +3.2% |
| 3M | -0.4% | +17.6% | -18.0% | -5.6% |
| 6M | +2.8% | +25.8% | -23.0% | -4.6% |
| YTD | +1.1% | +33.9% | -32.8% | -8.2% |
| 1Y | -6.3% | +38.9% | -45.1% | -15.9% |
| 3Y | +38.9% | +26.8% | +12.1% | +26.0% |
| 5Y | +113.1% | +16.3% | +96.7% | +97.6% |
| 10Y | +426.2% | +248.1% | +178.1% | +231.4% |
| All | +4,760.6% | +1,283.7% | +3,476.9% | +1,717.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling