+578.3%
STM vs KDP
+1,132.0%
-553.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.3% |
| 7D | +5.8% | +1.3% | +4.5% | +5.2% |
| 30D | -1.0% | +6.0% | -7.0% | -4.1% |
| 3M | -33.3% | +9.2% | -42.4% | -36.9% |
| 6M | +57.4% | +14.7% | +42.7% | +45.3% |
| YTD | +102.2% | +19.2% | +83.0% | +82.6% |
| 1Y | +99.6% | +15.2% | +84.4% | +82.2% |
| 3Y | +14.5% | +6.0% | +8.5% | +6.0% |
| 5Y | +21.4% | +5.4% | +15.9% | +12.4% |
| 10Y | +695.0% | +171.9% | +523.1% | +327.7% |
| All | +578.3% | +1,132.0% | -553.7% | +38.1% |
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