+239.1%
KDP vs STRL
+3,816.9%
-3,577.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.7% | -6.7% | -7.4% |
| 7D | -4.0% | +23.4% | -27.4% | -4.5% |
| 30D | +8.5% | -39.5% | +48.0% | +9.9% |
| 3M | +20.7% | -45.1% | +65.8% | +22.5% |
| 6M | +23.2% | -64.6% | +87.8% | +26.5% |
| YTD | +30.5% | -1.5% | +32.0% | +26.3% |
| 1Y | +35.9% | -20.8% | +56.6% | +32.8% |
| 3Y | +24.8% | +353.1% | -328.3% | +5.6% |
| 5Y | +13.4% | +942.9% | -929.5% | -12.1% |
| All | +239.1% | +3,816.9% | -3,577.8% | +132.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling