+179.8%
KDP vs VCLT
+16.9%
+162.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +9.5% | +0.1% | +9.4% | +9.5% |
| 3M | +2.6% | -2.9% | +5.5% | +3.2% |
| 6M | +15.6% | -4.0% | +19.6% | +16.5% |
| YTD | +17.3% | -2.2% | +19.6% | +17.8% |
| 1Y | +20.1% | -2.6% | +22.7% | +20.7% |
| 3Y | +4.9% | +12.3% | -7.4% | +2.5% |
| 5Y | +5.0% | -16.4% | +21.4% | +6.2% |
| 10Y | +179.8% | +18.1% | +161.7% | +178.1% |
| All | +179.8% | +16.9% | +162.8% | +178.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling