+8,453.7%
STX vs KDP
+1,132.0%
+7,321.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.7% |
| 7D | +2.4% | +1.3% | +1.1% | +1.8% |
| 30D | +1.4% | +6.0% | -4.6% | -0.9% |
| 3M | -8.2% | +9.2% | -17.4% | -12.3% |
| 6M | +127.0% | +14.7% | +112.3% | +112.3% |
| YTD | +209.1% | +19.2% | +190.0% | +183.0% |
| 1Y | +365.4% | +15.2% | +350.3% | +327.4% |
| 3Y | +1,135.4% | +6.0% | +1,129.4% | +1,042.7% |
| 5Y | +991.5% | +5.4% | +986.1% | +903.2% |
| 10Y | +3,695.8% | +171.9% | +3,523.9% | +2,011.7% |
| All | +8,453.7% | +1,132.0% | +7,321.7% | +1,635.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling