-29.9%
STM vs KDP
+29.9%
-59.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +0.3% | -12.7% | -12.3% |
| 7D | -20.1% | +4.5% | -24.6% | -18.0% |
| 30D | -32.0% | +18.5% | -50.5% | -26.7% |
| 3M | -24.2% | +20.8% | -45.0% | -17.5% |
| 6M | -29.9% | +29.4% | -59.3% | -22.2% |
| All | -29.9% | +29.9% | -59.9% | -22.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling