+1,278.3%
KDP vs STT
+226.4%
+1,052.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +2.2% | -2.5% | +4.7% | +2.6% |
| 30D | +19.9% | -5.0% | +24.9% | +20.9% |
| 3M | +21.5% | -10.5% | +32.0% | +23.6% |
| 6M | +30.1% | +10.0% | +20.1% | +27.6% |
| YTD | +34.9% | +30.7% | +4.3% | +28.1% |
| 1Y | +43.4% | +43.8% | -0.4% | +33.9% |
| 3Y | +29.1% | +168.1% | -139.0% | +7.2% |
| 5Y | +15.0% | +101.4% | -86.4% | -1.6% |
| 10Y | +234.1% | +211.3% | +22.8% | +153.2% |
| All | +1,278.3% | +226.4% | +1,052.0% | +781.0% |
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