+30.6%
ORCL vs KDP
+14.9%
+15.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | -11.2% | +2.2% | -13.4% | -11.2% |
| 30D | -18.8% | +19.9% | -38.8% | -19.7% |
| 3M | -18.8% | +21.5% | -40.3% | -19.7% |
| 6M | -39.7% | +30.1% | -69.8% | -40.9% |
| YTD | -39.6% | +34.9% | -74.6% | -41.2% |
| 1Y | -51.7% | +43.4% | -95.1% | -53.5% |
| 3Y | +10.2% | +29.1% | -18.8% | +4.7% |
| All | +30.6% | +14.9% | +15.6% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling