+247.9%
KDP vs STRL
+3,697.3%
-3,449.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.1% | +5.7% | +2.7% |
| 7D | -0.8% | +15.7% | -16.4% | -1.2% |
| 30D | +9.7% | -35.5% | +45.2% | +10.9% |
| 3M | +17.6% | -47.1% | +64.8% | +19.5% |
| 6M | +25.8% | -65.8% | +91.5% | +29.3% |
| YTD | +33.9% | -4.5% | +38.4% | +29.7% |
| 1Y | +38.9% | -10.5% | +49.4% | +34.8% |
| 3Y | +26.8% | +340.6% | -313.8% | +7.3% |
| 5Y | +16.3% | +911.0% | -894.7% | -9.8% |
| All | +247.9% | +3,697.3% | -3,449.4% | +138.2% |
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