+6.8%
KDP vs STT
+145.1%
-138.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | +1.3% | +0.5% | +0.8% | +1.2% |
| 30D | +6.0% | +3.9% | +2.1% | +5.4% |
| 3M | +9.2% | +20.0% | -10.8% | +6.2% |
| 6M | +14.7% | +55.3% | -40.6% | +7.1% |
| YTD | +19.2% | +53.3% | -34.1% | +11.3% |
| 1Y | +15.2% | +74.7% | -59.5% | +5.2% |
| 3Y | +6.0% | +205.8% | -199.9% | -12.8% |
| All | +6.8% | +145.1% | -138.2% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling