+16.2%
KDP vs STRL
+906.9%
-890.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.1% | +5.7% | +2.6% |
| 7D | -0.8% | +15.7% | -16.4% | -0.7% |
| 30D | +9.7% | -35.5% | +45.2% | +9.7% |
| 3M | +17.6% | -47.1% | +64.8% | +17.6% |
| 6M | +25.8% | -65.8% | +91.5% | +26.2% |
| YTD | +33.9% | -4.5% | +38.4% | +30.6% |
| 1Y | +38.9% | -10.5% | +49.4% | +35.6% |
| 3Y | +26.8% | +340.6% | -313.8% | +9.4% |
| All | +16.2% | +906.9% | -890.6% | -12.1% |
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 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