+1,117.5%
KDP vs STT
+283.0%
+834.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.3% |
| 3M | +9.2% | +20.0% | -10.8% | +5.7% |
| 6M | +14.7% | +55.3% | -40.6% | +6.0% |
| YTD | +19.2% | +53.3% | -34.1% | +10.2% |
| 1Y | +15.2% | +74.7% | -59.5% | +4.0% |
| 3Y | +6.0% | +205.8% | -199.9% | -13.9% |
| 5Y | +5.4% | +145.0% | -139.6% | -12.7% |
| 10Y | +171.9% | +266.0% | -94.1% | +100.6% |
| All | +1,117.5% | +283.0% | +834.5% | +658.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling