+175.8%
KDP vs STZ
-14.3%
+190.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | +1.4% |
| 7D | +2.1% | -7.4% | +9.5% | +4.1% |
| 30D | +8.5% | -10.9% | +19.4% | +11.8% |
| 3M | +6.6% | -13.4% | +20.0% | +10.7% |
| 6M | +17.1% | -16.2% | +33.3% | +22.2% |
| YTD | +19.0% | -10.4% | +29.5% | +21.9% |
| 1Y | +21.8% | -14.8% | +36.5% | +26.1% |
| 3Y | +6.4% | -50.1% | +56.6% | +24.9% |
| 5Y | +5.1% | -38.8% | +43.9% | +17.1% |
| 10Y | +175.8% | -14.1% | +189.9% | +167.4% |
| All | +175.8% | -14.3% | +190.2% | +167.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling