+251.6%
ORCL vs KDP
+235.7%
+15.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.3% | +3.1% |
| 7D | +0.5% | +0.3% | +0.2% | +0.3% |
| 30D | -15.3% | +16.3% | -31.6% | -17.5% |
| 3M | -18.2% | +24.0% | -42.2% | -21.3% |
| 6M | -38.4% | +30.0% | -68.4% | -41.4% |
| YTD | -37.7% | +36.1% | -73.8% | -41.5% |
| 1Y | -49.3% | +46.8% | -96.1% | -53.2% |
| 3Y | +10.6% | +30.5% | -19.8% | +2.9% |
| 5Y | +35.5% | +17.9% | +17.6% | +29.4% |
| 10Y | +251.6% | +239.3% | +12.3% | +201.4% |
| All | +251.6% | +235.7% | +15.9% | +201.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling