-15.7%
STM vs KDP
+14.9%
-30.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.6% |
| 7D | -10.7% | +2.2% | -12.9% | -11.4% |
| 30D | -25.7% | +19.9% | -45.7% | -29.8% |
| 3M | -21.6% | +21.5% | -43.0% | -26.4% |
| 6M | -27.8% | +30.1% | -57.9% | -34.6% |
| YTD | +61.8% | +34.9% | +26.8% | +43.8% |
| 1Y | +78.1% | +43.4% | +34.7% | +54.6% |
| 3Y | +4.9% | +29.1% | -24.2% | -9.1% |
| All | -15.7% | +14.9% | -30.7% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling