+239.3%
KDP vs STT
+211.9%
+27.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.3% |
| 7D | +0.3% | +0.9% | -0.6% | +0.2% |
| 30D | +16.3% | -2.3% | +18.6% | +16.7% |
| 3M | +24.0% | -7.0% | +31.0% | +25.3% |
| 6M | +30.0% | +15.5% | +14.5% | +26.3% |
| YTD | +36.1% | +35.6% | +0.5% | +28.0% |
| 1Y | +46.8% | +47.9% | -1.0% | +35.9% |
| 3Y | +30.5% | +181.1% | -150.6% | +6.0% |
| 5Y | +17.9% | +108.2% | -90.3% | -0.8% |
| 10Y | +239.3% | +201.0% | +38.3% | +162.0% |
| All | +239.3% | +211.9% | +27.4% | +162.0% |
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