+1,883.6%
STX vs KDP
+231.8%
+1,651.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -28.5% | +2.2% | -30.7% | -28.9% |
| 30D | -42.9% | +19.9% | -62.9% | -44.9% |
| 3M | -45.9% | +21.5% | -67.4% | -48.0% |
| 6M | -41.3% | +30.1% | -71.4% | -44.8% |
| YTD | +67.9% | +34.9% | +33.0% | +55.7% |
| 1Y | +66.5% | +43.4% | +23.1% | +51.8% |
| 3Y | +588.0% | +29.1% | +558.9% | +528.2% |
| 5Y | +449.1% | +15.0% | +434.1% | +419.6% |
| All | +1,883.6% | +231.8% | +1,651.8% | +1,475.7% |
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