+427.5%
ORLY vs KEY
+96.4%
+331.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | +2.6% | +2.9% | -0.4% | +2.0% |
| 30D | +6.3% | +8.4% | -2.1% | +4.6% |
| 3M | -0.4% | -5.8% | +5.3% | +0.7% |
| 6M | +2.8% | +5.4% | -2.7% | +1.5% |
| YTD | +1.1% | +7.1% | -6.0% | -0.8% |
| 1Y | -6.3% | +26.8% | -33.1% | -11.2% |
| 3Y | +38.9% | +128.7% | -89.8% | +12.8% |
| 5Y | +113.1% | +13.6% | +99.4% | +98.0% |
| All | +427.5% | +96.4% | +331.1% | +289.3% |
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