+33.5%
KDP vs STLA
-75.4%
+108.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +1.9% |
| 7D | +4.0% | -11.6% | +15.6% | +4.6% |
| 30D | +16.8% | -6.2% | +23.0% | +17.2% |
| 3M | +32.0% | -24.6% | +56.6% | +33.5% |
| 6M | +35.2% | -44.9% | +80.1% | +38.2% |
| YTD | +40.9% | -62.3% | +103.2% | +46.0% |
| 1Y | +47.7% | -61.8% | +109.5% | +52.9% |
| All | +33.5% | -75.4% | +108.8% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling