+730.7%
ORLY vs KEYS
+1,113.8%
-383.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.5% |
| YTD | -5.9% | +66.7% | -72.6% | -17.9% |
| 1Y | -20.4% | +96.5% | -116.9% | -33.5% |
| 3Y | +36.6% | +155.2% | -118.6% | +3.5% |
| 5Y | +117.3% | +88.0% | +29.3% | +75.9% |
| 10Y | +362.7% | +1,046.8% | -684.1% | +143.6% |
| All | +730.7% | +1,113.8% | -383.0% | +337.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling