-3.6%
ORLY vs KEYS
+45.0%
-48.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.8% | +7.9% | -1.5% |
| 7D | +3.9% | -21.0% | +24.9% | +2.4% |
| 30D | +7.5% | -32.8% | +40.3% | +5.2% |
| 3M | -2.1% | -22.4% | +20.4% | -3.5% |
| 6M | -3.7% | -26.8% | +23.1% | -5.1% |
| YTD | +0.3% | +28.3% | -28.0% | -2.0% |
| 1Y | -3.6% | +40.2% | -43.9% | -6.2% |
| All | -3.6% | +45.0% | -48.7% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling