+239.3%
KDP vs STLA
+21.0%
+218.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | +0.3% | -6.4% | +6.7% | +0.9% |
| 30D | +16.3% | -1.3% | +17.6% | +16.4% |
| 3M | +24.0% | -19.9% | +43.9% | +26.2% |
| 6M | +30.0% | -42.9% | +72.9% | +36.1% |
| YTD | +36.1% | -59.4% | +95.5% | +46.2% |
| 1Y | +46.8% | -56.8% | +103.7% | +56.6% |
| 3Y | +30.5% | -73.1% | +103.5% | +43.3% |
| 5Y | +17.9% | -70.1% | +88.0% | +25.7% |
| 10Y | +239.3% | +19.8% | +219.5% | +247.0% |
| All | +239.3% | +21.0% | +218.3% | +247.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling