+361.0%
ORLY vs KEY
+172.4%
+188.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -2.4% | -1.5% | -0.8% | -2.1% |
| 30D | -6.8% | -3.7% | -3.1% | -6.1% |
| 3M | -4.8% | -1.3% | -3.5% | -4.6% |
| 6M | -9.1% | +13.3% | -22.4% | -11.4% |
| YTD | -5.9% | +9.0% | -14.9% | -7.9% |
| 1Y | -20.4% | +18.7% | -39.1% | -23.6% |
| 3Y | +36.6% | +125.3% | -88.7% | +11.4% |
| 5Y | +117.3% | +40.2% | +77.1% | +90.8% |
| All | +361.0% | +172.4% | +188.6% | +237.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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