+34.5%
ORCL vs KDP
+19.7%
+14.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.5% |
| 7D | -6.5% | +8.2% | -14.7% | -6.7% |
| 30D | -16.6% | +18.4% | -34.9% | -17.3% |
| 3M | -21.6% | +29.2% | -50.8% | -22.7% |
| 6M | -39.4% | +32.3% | -71.6% | -40.5% |
| YTD | -38.7% | +38.5% | -77.1% | -40.3% |
| 1Y | -50.4% | +48.5% | -98.9% | -52.3% |
| 3Y | +8.1% | +32.5% | -24.4% | +2.6% |
| 5Y | +34.5% | +19.7% | +14.9% | +23.3% |
| All | +34.5% | +19.7% | +14.9% | +23.3% |
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