+1,339.3%
KDP vs STRL
+1,400.5%
-61.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.9% | -3.2% | +1.4% |
| 7D | +4.0% | +7.1% | -3.1% | +3.4% |
| 30D | +16.8% | -39.4% | +56.2% | +20.1% |
| 3M | +32.0% | -43.0% | +75.0% | +36.0% |
| 6M | +35.2% | -65.0% | +100.2% | +42.9% |
| YTD | +40.9% | -0.8% | +41.7% | +34.8% |
| 1Y | +47.7% | -20.3% | +68.0% | +43.5% |
| 3Y | +34.8% | +356.5% | -321.7% | +7.6% |
| 5Y | +22.6% | +952.8% | -930.2% | -11.8% |
| 10Y | +266.4% | +3,877.1% | -3,610.7% | +115.2% |
| All | +1,339.3% | +1,400.5% | -61.2% | +759.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling