+3,426.5%
STX vs KDP
+174.5%
+3,252.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.5% |
| 7D | +2.4% | +1.3% | +1.1% | +2.1% |
| 30D | +1.4% | +6.0% | -4.6% | +0.2% |
| 3M | -8.2% | +9.2% | -17.4% | -10.5% |
| 6M | +127.0% | +14.7% | +112.3% | +118.6% |
| YTD | +209.1% | +19.2% | +190.0% | +193.9% |
| 1Y | +365.4% | +15.2% | +350.3% | +343.7% |
| 3Y | +1,135.4% | +6.0% | +1,129.4% | +1,083.9% |
| 5Y | +991.5% | +5.4% | +986.1% | +945.1% |
| All | +3,426.5% | +174.5% | +3,252.1% | +2,708.0% |
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