-5.4%
STM vs KDP
+13.5%
-18.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.4% | +7.8% | +2.2% |
| 7D | +16.3% | -4.0% | +20.3% | +17.3% |
| 30D | -6.3% | +8.5% | -14.7% | -8.9% |
| 3M | -14.1% | +20.7% | -34.8% | -19.6% |
| 6M | -19.6% | +23.2% | -42.7% | -26.1% |
| YTD | +80.1% | +30.5% | +49.6% | +61.2% |
| 1Y | +95.4% | +35.9% | +59.5% | +72.0% |
| 3Y | +14.7% | +24.8% | -10.1% | 0.0% |
| 5Y | -5.4% | +13.4% | -18.8% | -9.9% |
| All | -5.4% | +13.5% | -18.9% | -9.9% |
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