+419.6%
STM vs KDP
+1,304.6%
-885.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +0.3% | -12.7% | -12.5% |
| 7D | -20.1% | +4.5% | -24.6% | -22.1% |
| 30D | -32.0% | +18.5% | -50.5% | -37.7% |
| 3M | -24.2% | +20.8% | -45.0% | -31.6% |
| 6M | -29.9% | +29.4% | -59.3% | -39.4% |
| YTD | +54.9% | +35.9% | +19.0% | +30.3% |
| 1Y | +68.0% | +42.5% | +25.5% | +37.9% |
| 3Y | -0.1% | +29.4% | -29.5% | -16.7% |
| 5Y | -17.9% | +15.8% | -33.7% | -27.7% |
| 10Y | +392.2% | +236.5% | +155.8% | +135.7% |
| All | +419.6% | +1,304.6% | -885.0% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling