+96.5%
STM vs KDP
+41.3%
+55.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +5.9% | -12.0% | -5.4% |
| 7D | -6.0% | +5.3% | -11.3% | -5.5% |
| 30D | -20.9% | +19.1% | -40.0% | -20.5% |
| 3M | -15.8% | +19.2% | -34.9% | -15.3% |
| 6M | -17.0% | +29.3% | -46.3% | -19.9% |
| YTD | +76.8% | +35.5% | +41.3% | +67.0% |
| 1Y | +96.5% | +43.5% | +53.0% | +84.0% |
| All | +96.5% | +41.3% | +55.2% | +84.0% |
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