+66.5%
STX vs KDP
+42.4%
+24.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.6% |
| 7D | -28.5% | +2.2% | -30.7% | -27.0% |
| 30D | -42.9% | +19.9% | -62.9% | -36.8% |
| 3M | -45.9% | +21.5% | -67.4% | -39.8% |
| 6M | -41.3% | +30.1% | -71.4% | -32.2% |
| YTD | +67.9% | +34.9% | +33.0% | +104.3% |
| 1Y | +66.5% | +43.4% | +23.1% | +121.8% |
| All | +66.5% | +42.4% | +24.1% | +121.8% |
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