+481.0%
STX vs KDP
+13.5%
+467.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.4% | +6.2% | -1.6% |
| 7D | +16.8% | -4.0% | +20.8% | +16.7% |
| 30D | -27.0% | +8.5% | -35.5% | -26.8% |
| 3M | -37.9% | +20.7% | -58.6% | -37.7% |
| 6M | -32.5% | +23.2% | -55.7% | -32.8% |
| YTD | +98.6% | +30.5% | +68.1% | +96.5% |
| 1Y | +93.6% | +35.9% | +57.7% | +90.4% |
| 3Y | +699.1% | +24.8% | +674.2% | +666.9% |
| 5Y | +481.0% | +13.4% | +467.6% | +484.5% |
| All | +481.0% | +13.5% | +467.6% | +484.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling