+256.4%
KDP vs STT
+198.3%
+58.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.3% | +1.7% |
| 7D | +8.2% | +1.1% | +7.1% | +8.0% |
| 30D | +18.4% | -1.9% | +20.3% | +18.7% |
| 3M | +29.2% | -7.6% | +36.8% | +30.8% |
| 6M | +32.3% | +16.0% | +16.3% | +28.4% |
| YTD | +38.5% | +36.2% | +2.3% | +30.2% |
| 1Y | +48.5% | +46.8% | +1.7% | +37.7% |
| 3Y | +32.5% | +177.8% | -145.3% | +7.8% |
| 5Y | +19.7% | +105.8% | -86.2% | +0.9% |
| 10Y | +256.4% | +197.6% | +58.8% | +172.2% |
| All | +256.4% | +198.3% | +58.1% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling