+905.0%
ORLY vs KWEB
+21.1%
+883.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | -2.4% | -5.6% | +3.2% | -1.8% |
| 30D | -6.8% | -10.7% | +3.9% | -5.7% |
| 3M | -4.8% | -7.4% | +2.7% | -4.1% |
| 6M | -9.1% | -19.3% | +10.2% | -7.3% |
| YTD | -5.9% | -27.8% | +21.8% | -3.0% |
| 1Y | -20.4% | -35.9% | +15.5% | -17.0% |
| 3Y | +36.6% | -1.9% | +38.5% | +33.6% |
| 5Y | +117.3% | -43.2% | +160.5% | +124.9% |
| 10Y | +362.7% | -21.2% | +383.9% | +312.5% |
| All | +905.0% | +21.1% | +883.9% | +653.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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