+42.7%
ORCL vs KDP
+16.7%
+26.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -1.5% |
| 7D | +8.0% | -0.8% | +8.8% | +8.0% |
| 30D | -4.0% | +9.7% | -13.7% | -4.5% |
| 3M | -19.5% | +17.6% | -37.1% | -20.2% |
| 6M | -33.5% | +25.8% | -59.2% | -34.6% |
| YTD | -34.8% | +33.9% | -68.7% | -36.5% |
| 1Y | -41.6% | +38.9% | -80.5% | -43.5% |
| 3Y | +13.8% | +26.8% | -13.0% | +8.6% |
| All | +42.7% | +16.7% | +26.0% | +34.1% |
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