+99.6%
STM vs KDP
+15.4%
+84.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.0% |
| 7D | +5.8% | +1.3% | +4.5% | +5.7% |
| 30D | -1.0% | +6.0% | -7.0% | -1.7% |
| 3M | -33.3% | +9.2% | -42.4% | -35.0% |
| 6M | +57.4% | +14.7% | +42.7% | +48.2% |
| YTD | +102.2% | +19.2% | +83.0% | +89.6% |
| 1Y | +99.6% | +15.2% | +84.4% | +83.2% |
| All | +99.6% | +15.4% | +84.2% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 1y: compounded portfolio wealth divided by compounded KDP 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…
1y analysis · Full analysis span regression · 6 months rolling