+361.0%
ORLY vs KEYS
+1,049.9%
-688.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -0.4% |
| 7D | -2.4% | +3.5% | -5.8% | -3.0% |
| 30D | -6.8% | -4.5% | -2.3% | -6.1% |
| 3M | -4.8% | -0.4% | -4.3% | -5.4% |
| 6M | -9.1% | +19.1% | -28.2% | -13.6% |
| YTD | -5.9% | +66.7% | -72.6% | -18.2% |
| 1Y | -20.4% | +96.5% | -116.9% | -33.9% |
| 3Y | +36.6% | +155.2% | -118.6% | +2.3% |
| 5Y | +117.3% | +88.0% | +29.3% | +74.8% |
| All | +361.0% | +1,049.9% | -688.9% | +140.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling