+750.9%
KDP vs STLA
+263.8%
+487.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | +1.3% | +2.6% | -1.3% | +1.1% |
| 30D | +6.0% | -1.2% | +7.2% | +6.0% |
| 3M | +9.2% | -24.8% | +34.0% | +11.0% |
| 6M | +14.7% | -25.6% | +40.3% | +16.5% |
| YTD | +19.2% | -48.9% | +68.1% | +23.8% |
| 1Y | +15.2% | -38.8% | +53.9% | +17.8% |
| 3Y | +6.0% | -64.5% | +70.5% | +11.2% |
| 5Y | +5.4% | -62.4% | +67.9% | +9.1% |
| 10Y | +171.9% | +55.4% | +116.5% | +159.2% |
| All | +750.9% | +263.8% | +487.1% | +680.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling