+22.6%
KDP vs STRL
+975.2%
-952.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.2% | +1.8% |
| 7D | +4.0% | +7.1% | -3.1% | +4.0% |
| 30D | +16.8% | -39.4% | +56.2% | +16.8% |
| 3M | +32.0% | -43.0% | +75.0% | +32.0% |
| 6M | +35.2% | -65.0% | +100.2% | +35.7% |
| YTD | +40.9% | -0.8% | +41.7% | +37.5% |
| 1Y | +47.7% | -20.3% | +68.0% | +44.7% |
| 3Y | +34.8% | +356.5% | -321.7% | +16.4% |
| 5Y | +22.6% | +952.8% | -930.2% | -6.5% |
| All | +22.6% | +975.2% | -952.6% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling