+593.5%
ORCL vs KDP
+1,304.6%
-711.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.3% | -7.2% | -7.0% |
| 7D | -17.5% | +4.5% | -22.0% | -18.8% |
| 30D | -20.2% | +18.5% | -38.7% | -24.4% |
| 3M | -19.9% | +20.8% | -40.8% | -24.7% |
| 6M | -37.4% | +29.4% | -66.8% | -42.7% |
| YTD | -40.1% | +35.9% | -76.0% | -46.4% |
| 1Y | -53.4% | +42.5% | -95.8% | -58.9% |
| 3Y | +10.4% | +29.4% | -19.0% | -2.2% |
| 5Y | +29.8% | +15.8% | +14.0% | +19.0% |
| 10Y | +249.2% | +236.5% | +12.8% | +107.1% |
| All | +593.5% | +1,304.6% | -711.1% | +110.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling