+32.5%
KDP vs STRL
+340.9%
-308.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.7% |
| 7D | +8.2% | -19.8% | +28.0% | +7.6% |
| 30D | +18.4% | -43.6% | +61.9% | +17.0% |
| 3M | +29.2% | -45.2% | +74.4% | +27.7% |
| 6M | +32.3% | -65.7% | +98.0% | +30.0% |
| YTD | +38.5% | -5.4% | +43.9% | +37.0% |
| 1Y | +48.5% | -24.7% | +73.2% | +46.5% |
| 3Y | +32.5% | +335.0% | -302.6% | +18.6% |
| All | +32.5% | +340.9% | -308.4% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling