+442.7%
STM vs KDP
+1,294.8%
-852.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.7% |
| 7D | -10.7% | +2.2% | -12.9% | -12.1% |
| 30D | -25.7% | +19.9% | -45.7% | -32.4% |
| 3M | -21.6% | +21.5% | -43.0% | -29.4% |
| 6M | -27.8% | +30.1% | -57.9% | -37.8% |
| YTD | +61.8% | +34.9% | +26.8% | +36.4% |
| 1Y | +78.1% | +43.4% | +34.7% | +45.7% |
| 3Y | +4.9% | +29.1% | -24.2% | -12.4% |
| 5Y | -14.3% | +15.0% | -29.2% | -24.3% |
| 10Y | +414.1% | +234.1% | +180.0% | +146.9% |
| All | +442.7% | +1,294.8% | -852.1% | +3.2% |
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 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