+266.4%
KDP vs STT
+203.9%
+62.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.5% |
| 7D | +4.0% | +0.4% | +3.5% | +3.9% |
| 30D | +16.8% | -0.4% | +17.2% | +16.8% |
| 3M | +32.0% | -6.5% | +38.5% | +33.4% |
| 6M | +35.2% | +17.2% | +18.0% | +31.0% |
| YTD | +40.9% | +38.2% | +2.7% | +32.1% |
| 1Y | +47.7% | +49.3% | -1.6% | +36.5% |
| 3Y | +34.8% | +181.9% | -147.1% | +9.5% |
| 5Y | +22.6% | +106.9% | -84.3% | +3.3% |
| 10Y | +266.4% | +203.1% | +63.3% | +180.2% |
| All | +266.4% | +203.9% | +62.5% | +180.2% |
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