+73.2%
STX vs KDP
+46.6%
+26.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.8% | +8.9% | +10.3% |
| 7D | -14.8% | +0.3% | -15.1% | -14.0% |
| 30D | -35.4% | +16.3% | -51.7% | -29.3% |
| 3M | -37.7% | +24.0% | -61.7% | -29.7% |
| 6M | -35.2% | +30.0% | -65.2% | -25.0% |
| YTD | +84.4% | +36.1% | +48.3% | +126.6% |
| All | +73.2% | +46.6% | +26.6% | +137.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling