+118.0%
ORLY vs KEY
+40.7%
+77.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -1.0% | -0.3% | -0.7% | -1.0% |
| 30D | -6.7% | -3.3% | -3.4% | -6.4% |
| 3M | -3.8% | -0.7% | -3.1% | -3.8% |
| 6M | -9.0% | +12.5% | -21.5% | -10.1% |
| YTD | -5.6% | +8.4% | -14.0% | -6.6% |
| 1Y | -19.5% | +18.4% | -37.9% | -21.1% |
| 3Y | +34.7% | +123.3% | -88.6% | +21.6% |
| 5Y | +118.0% | +38.8% | +79.2% | +117.3% |
| All | +118.0% | +40.7% | +77.3% | +117.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling