+75.2%
STX vs KDP
+48.2%
+27.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | +0.1% |
| 7D | -17.3% | +8.2% | -25.5% | -13.0% |
| 30D | -35.9% | +18.4% | -54.3% | -29.2% |
| 3M | -37.3% | +29.2% | -66.5% | -27.6% |
| 6M | -35.8% | +32.3% | -68.1% | -25.1% |
| YTD | +82.7% | +38.5% | +44.3% | +126.5% |
| All | +75.2% | +48.2% | +27.0% | +129.6% |
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