+247.9%
KDP vs STT
+198.3%
+49.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -0.8% | +4.8% | -5.6% | -1.6% |
| 30D | +9.7% | +3.9% | +5.8% | +9.0% |
| 3M | +17.6% | -8.2% | +25.8% | +19.2% |
| 6M | +25.8% | +15.6% | +10.2% | +22.2% |
| YTD | +33.9% | +37.6% | -3.8% | +25.6% |
| 1Y | +38.9% | +50.1% | -11.2% | +28.2% |
| 3Y | +26.8% | +183.1% | -156.3% | +2.9% |
| 5Y | +16.3% | +104.8% | -88.5% | -1.8% |
| All | +247.9% | +198.3% | +49.6% | +163.3% |
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