+392.6%
STM vs KDP
+231.8%
+160.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.7% |
| 7D | -10.7% | +2.2% | -12.9% | -11.7% |
| 30D | -25.7% | +19.9% | -45.7% | -30.8% |
| 3M | -21.6% | +21.5% | -43.0% | -27.6% |
| 6M | -27.8% | +30.1% | -57.9% | -35.7% |
| YTD | +61.8% | +34.9% | +26.8% | +41.5% |
| 1Y | +78.1% | +43.4% | +34.7% | +52.0% |
| 3Y | +4.9% | +29.1% | -24.2% | -9.0% |
| 5Y | -14.3% | +15.0% | -29.2% | -21.6% |
| All | +392.6% | +231.8% | +160.8% | +253.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling