+45.9%
KDP vs STT
+47.3%
-1.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +1.0% |
| 7D | +0.3% | +0.9% | -0.6% | +0.4% |
| 30D | +16.3% | -2.3% | +18.6% | +16.1% |
| 3M | +24.0% | -7.0% | +31.0% | +23.4% |
| 6M | +30.0% | +15.5% | +14.5% | +30.0% |
| YTD | +36.1% | +35.6% | +0.5% | +35.8% |
| All | +45.9% | +47.3% | -1.4% | +44.7% |
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