+237.3%
ORLY vs KEEL
+294.5%
-57.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | +0.3% |
| 7D | -2.4% | +2.9% | -5.2% | -2.4% |
| 30D | -6.8% | +0.8% | -7.6% | -6.8% |
| 3M | -4.8% | -35.3% | +30.6% | -4.5% |
| 6M | -9.1% | +59.4% | -68.5% | -9.9% |
| YTD | -5.9% | +51.9% | -57.8% | -6.8% |
| 1Y | -20.4% | +75.0% | -95.4% | -21.6% |
| 3Y | +36.6% | +224.5% | -188.0% | +31.9% |
| 5Y | +117.3% | -35.9% | +153.2% | +111.7% |
| All | +237.3% | +294.5% | -57.2% | +214.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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