-32.5%
STX vs KDP
+24.2%
-56.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.4% | +6.2% | -5.2% |
| 7D | +16.8% | -4.0% | +20.8% | +14.6% |
| 30D | -27.0% | +8.5% | -35.5% | -22.1% |
| 3M | -37.9% | +20.7% | -58.6% | -29.5% |
| 6M | -32.5% | +23.2% | -55.7% | -24.0% |
| All | -32.5% | +24.2% | -56.7% | -24.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling