+45.4%
ORCL vs KR
+83.9%
-38.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -0.9% |
| 7D | +10.4% | +0.5% | +9.8% | +10.4% |
| 30D | -11.2% | +14.9% | -26.2% | -10.1% |
| 3M | -16.8% | +25.4% | -42.1% | -15.4% |
| 6M | -31.5% | +9.3% | -40.8% | -30.5% |
| YTD | -33.9% | +13.7% | -47.6% | -33.1% |
| 1Y | -43.3% | +9.2% | -52.4% | -42.5% |
| 3Y | +16.5% | +70.1% | -53.6% | +8.1% |
| 5Y | +45.4% | +82.5% | -37.1% | +32.0% |
| All | +45.4% | +83.9% | -38.5% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling