+13.4%
KDP vs STLA
-74.2%
+87.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -6.1% | -1.3% | -6.9% |
| 7D | -4.0% | -13.1% | +9.1% | -2.8% |
| 30D | +8.5% | -13.3% | +21.7% | +9.8% |
| 3M | +20.7% | -27.9% | +48.5% | +23.8% |
| 6M | +23.2% | -47.8% | +71.0% | +29.4% |
| YTD | +30.5% | -64.6% | +95.0% | +41.1% |
| 1Y | +35.9% | -64.0% | +99.9% | +46.5% |
| 3Y | +24.8% | -76.8% | +101.7% | +38.3% |
| 5Y | +13.4% | -74.2% | +87.6% | +22.1% |
| All | +13.4% | -74.2% | +87.6% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling