+48.5%
KDP vs STT
+48.0%
+0.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.3% | +1.8% |
| 7D | +8.2% | +1.1% | +7.1% | +8.3% |
| 30D | +18.4% | -1.9% | +20.3% | +18.2% |
| 3M | +29.2% | -7.6% | +36.8% | +28.5% |
| 6M | +32.3% | +16.0% | +16.3% | +32.3% |
| YTD | +38.5% | +36.2% | +2.3% | +38.3% |
| 1Y | +48.5% | +46.8% | +1.7% | +47.2% |
| All | +48.5% | +48.0% | +0.5% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling