+43.5%
KDP vs STRL
-30.1%
+73.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -21.5% | +27.4% | +5.0% |
| 7D | +5.3% | -27.1% | +32.4% | +4.3% |
| 30D | +19.1% | -45.8% | +64.9% | +17.2% |
| 3M | +19.2% | -47.6% | +66.8% | +17.2% |
| 6M | +29.3% | -46.4% | +75.7% | +25.3% |
| YTD | +35.5% | -7.4% | +42.9% | +29.7% |
| 1Y | +43.5% | -25.9% | +69.3% | +37.7% |
| All | +43.5% | -30.1% | +73.6% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling