+256.4%
KDP vs STRL
+3,927.3%
-3,670.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.8% |
| 7D | +8.2% | -19.8% | +28.0% | +8.6% |
| 30D | +18.4% | -43.6% | +61.9% | +20.1% |
| 3M | +29.2% | -45.2% | +74.4% | +31.1% |
| 6M | +32.3% | -65.7% | +98.0% | +35.9% |
| YTD | +38.5% | -5.4% | +43.9% | +34.2% |
| 1Y | +48.5% | -24.7% | +73.2% | +45.4% |
| 3Y | +32.5% | +335.0% | -302.6% | +12.2% |
| 5Y | +19.7% | +915.3% | -895.6% | -7.2% |
| 10Y | +256.4% | +3,877.5% | -3,621.1% | +146.1% |
| All | +256.4% | +3,927.3% | -3,670.9% | +146.1% |
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