+239.1%
KDP vs VCLT
+22.0%
+217.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.3% | -6.1% | -7.1% |
| 7D | -4.0% | -1.9% | -2.1% | -3.6% |
| 30D | +8.5% | +1.4% | +7.0% | +8.2% |
| 3M | +20.7% | -1.8% | +22.5% | +21.1% |
| 6M | +23.2% | -3.9% | +27.1% | +24.1% |
| YTD | +30.5% | -3.9% | +34.4% | +31.5% |
| 1Y | +35.9% | -4.7% | +40.6% | +37.1% |
| 3Y | +24.8% | +14.1% | +10.7% | +21.9% |
| 5Y | +13.4% | -16.6% | +30.0% | +14.6% |
| All | +239.1% | +22.0% | +217.0% | +240.0% |
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