+174.5%
KDP vs STRL
+7,193.7%
-7,019.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.6% | -1.1% |
| 7D | +1.3% | +3.4% | -2.1% | +1.2% |
| 30D | +6.0% | -9.2% | +15.2% | +6.3% |
| 3M | +9.2% | -51.0% | +60.2% | +11.7% |
| 6M | +14.7% | +15.8% | -1.1% | +11.8% |
| YTD | +19.2% | +58.9% | -39.7% | +14.2% |
| 1Y | +15.2% | +68.5% | -53.4% | +9.5% |
| 3Y | +6.0% | +485.2% | -479.2% | -9.6% |
| 5Y | +5.4% | +2,005.1% | -1,999.7% | -19.9% |
| All | +174.5% | +7,193.7% | -7,019.2% | +86.4% |
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