+13.4%
KDP vs STT
+105.9%
-92.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.3% | -7.1% | -7.4% |
| 7D | -4.0% | +5.1% | -9.1% | -4.6% |
| 30D | +8.5% | -0.2% | +8.7% | +8.4% |
| 3M | +20.7% | -8.1% | +28.8% | +22.0% |
| 6M | +23.2% | +16.6% | +6.5% | +20.0% |
| YTD | +30.5% | +37.8% | -7.4% | +23.6% |
| 1Y | +35.9% | +46.8% | -11.0% | +27.3% |
| 3Y | +24.8% | +181.2% | -156.3% | +3.7% |
| 5Y | +13.4% | +105.1% | -91.7% | -2.3% |
| All | +13.4% | +105.9% | -92.5% | -2.3% |
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