+13.8%
ORCL vs KR
+72.2%
-58.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -0.9% |
| 7D | +8.0% | +4.6% | +3.4% | +9.5% |
| 30D | -4.0% | +12.2% | -16.2% | -0.1% |
| 3M | -19.5% | +24.6% | -44.0% | -13.6% |
| 6M | -33.5% | +8.2% | -41.7% | -30.4% |
| YTD | -34.8% | +15.3% | -50.1% | -30.6% |
| 1Y | -41.6% | +9.8% | -51.4% | -38.2% |
| 3Y | +13.8% | +71.4% | -57.6% | +6.5% |
| All | +13.8% | +72.2% | -58.4% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 3y: compounded portfolio wealth divided by compounded KR 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…
3y analysis · Full analysis span regression · 6 months rolling