-28.0%
ORCL vs KDP
+15.4%
-43.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +2.8% |
| 7D | +5.3% | +1.3% | +4.0% | +5.6% |
| 30D | +10.0% | +6.0% | +4.0% | +11.9% |
| 3M | -32.6% | +9.2% | -41.8% | -30.2% |
| 6M | +4.9% | +14.7% | -9.8% | +12.2% |
| YTD | -17.8% | +19.2% | -36.9% | -11.0% |
| 1Y | -28.0% | +15.2% | -43.2% | -26.4% |
| All | -28.0% | +15.4% | -43.4% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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