+1,907.8%
STX vs KDP
+258.4%
+1,649.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.2% |
| 7D | -17.3% | +8.2% | -25.5% | -18.4% |
| 30D | -35.9% | +18.4% | -54.3% | -38.0% |
| 3M | -37.3% | +29.2% | -66.5% | -40.5% |
| 6M | -35.8% | +32.3% | -68.1% | -39.9% |
| YTD | +82.7% | +38.5% | +44.3% | +68.5% |
| 1Y | +71.6% | +48.5% | +23.1% | +55.2% |
| 3Y | +635.3% | +32.5% | +602.8% | +567.4% |
| 5Y | +483.8% | +19.7% | +464.1% | +447.0% |
| All | +1,907.8% | +258.4% | +1,649.4% | +1,391.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling