+17.0%
KDP vs STRL
+779.4%
-762.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -0.7% |
| 7D | +2.2% | -26.9% | +29.1% | +2.0% |
| 30D | +19.9% | -52.7% | +72.6% | +19.8% |
| 3M | +21.5% | -52.8% | +74.3% | +21.3% |
| 6M | +30.1% | -71.5% | +101.6% | +30.5% |
| YTD | +34.9% | -17.4% | +52.4% | +31.5% |
| 1Y | +43.4% | -35.0% | +78.3% | +40.4% |
| 3Y | +29.1% | +239.2% | -210.1% | +12.3% |
| All | +17.0% | +779.4% | -762.4% | -11.3% |
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