+852.7%
ORCL vs KDP
+1,132.0%
-279.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.3% |
| 7D | +5.3% | +1.3% | +4.0% | +4.9% |
| 30D | +10.0% | +6.0% | +4.0% | +8.0% |
| 3M | -32.6% | +9.2% | -41.8% | -34.7% |
| 6M | +4.9% | +14.7% | -9.8% | -0.5% |
| YTD | -17.8% | +19.2% | -36.9% | -23.1% |
| 1Y | -28.0% | +15.2% | -43.2% | -32.3% |
| 3Y | +36.0% | +6.0% | +30.0% | +28.8% |
| 5Y | +88.7% | +5.4% | +83.3% | +78.1% |
| 10Y | +346.9% | +171.9% | +175.0% | +186.3% |
| All | +852.7% | +1,132.0% | -279.3% | +202.6% |
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 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