+10.2%
ORCL vs KDP
+28.7%
-18.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.7% |
| 7D | -11.2% | +2.2% | -13.4% | -10.7% |
| 30D | -18.8% | +19.9% | -38.8% | -16.7% |
| 3M | -18.8% | +21.5% | -40.3% | -16.4% |
| 6M | -39.7% | +30.1% | -69.8% | -37.4% |
| YTD | -39.6% | +34.9% | -74.6% | -36.8% |
| 1Y | -51.7% | +43.4% | -95.1% | -49.4% |
| 3Y | +10.2% | +29.1% | -18.8% | +15.2% |
| All | +10.2% | +28.7% | -18.4% | +15.2% |
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