+9.3%
ORCL vs KDP
+29.6%
-20.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.3% | -7.2% | -6.9% |
| 7D | -17.5% | +4.5% | -22.0% | -16.8% |
| 30D | -20.2% | +18.5% | -38.7% | -18.1% |
| 3M | -19.9% | +20.8% | -40.8% | -17.7% |
| 6M | -37.4% | +29.4% | -66.8% | -35.0% |
| YTD | -40.1% | +35.9% | -76.0% | -37.2% |
| 1Y | -53.4% | +42.5% | -95.8% | -51.0% |
| All | +9.3% | +29.6% | -20.2% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling