+275.4%
ORCL vs KDP
+238.8%
+36.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.4% | +6.4% | +0.1% |
| 7D | +10.4% | -4.0% | +14.4% | +11.0% |
| 30D | -11.2% | +8.5% | -19.7% | -12.6% |
| 3M | -16.8% | +20.7% | -37.5% | -19.6% |
| 6M | -31.5% | +23.2% | -54.7% | -34.3% |
| YTD | -33.9% | +30.5% | -64.4% | -37.6% |
| 1Y | -43.3% | +35.9% | -79.1% | -46.9% |
| 3Y | +16.5% | +24.8% | -8.4% | +9.0% |
| 5Y | +45.4% | +13.4% | +32.0% | +39.6% |
| All | +275.4% | +238.8% | +36.7% | +215.8% |
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