+444.1%
STM vs KDP
+248.3%
+195.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | -0.2% |
| 7D | -7.9% | +8.2% | -16.1% | -10.5% |
| 30D | -14.1% | +18.4% | -32.5% | -19.5% |
| 3M | -17.6% | +29.2% | -46.8% | -25.6% |
| 6M | -24.2% | +32.3% | -56.5% | -32.8% |
| YTD | +73.3% | +38.5% | +34.8% | +50.4% |
| 1Y | +90.1% | +48.5% | +41.6% | +60.3% |
| 3Y | +10.3% | +32.5% | -22.1% | -5.1% |
| 5Y | -5.7% | +19.7% | -25.4% | -15.0% |
| 10Y | +444.1% | +256.4% | +187.7% | +299.0% |
| All | +444.1% | +248.3% | +195.8% | +299.0% |
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 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