+17.0%
KDP vs STLA
-70.1%
+87.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +2.2% | -4.5% | +6.7% | +2.6% |
| 30D | +19.9% | -3.9% | +23.8% | +20.3% |
| 3M | +21.5% | -20.2% | +41.7% | +23.5% |
| 6M | +30.1% | -42.2% | +72.3% | +35.5% |
| YTD | +34.9% | -59.3% | +94.3% | +44.2% |
| 1Y | +43.4% | -56.1% | +99.4% | +51.9% |
| 3Y | +29.1% | -73.7% | +102.7% | +41.5% |
| All | +17.0% | -70.1% | +87.0% | +23.8% |
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 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