+175.8%
KDP vs STLA
+48.0%
+127.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | +0.2% |
| 7D | +2.1% | +0.7% | +1.3% | +2.0% |
| 30D | +8.5% | -2.4% | +10.8% | +8.6% |
| 3M | +6.6% | -23.9% | +30.5% | +9.0% |
| 6M | +17.1% | -24.6% | +41.7% | +19.5% |
| YTD | +19.0% | -50.5% | +69.6% | +25.9% |
| 1Y | +21.8% | -39.8% | +61.6% | +25.8% |
| 3Y | +6.4% | -65.6% | +72.1% | +14.4% |
| 5Y | +5.1% | -62.1% | +67.2% | +9.9% |
| 10Y | +175.8% | +47.8% | +128.1% | +158.4% |
| All | +175.8% | +48.0% | +127.8% | +158.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded STLA 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling