+5.1%
KDP vs VCLT
-15.1%
+20.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.1% | +0.3% | +1.8% | +2.0% |
| 30D | +8.5% | -0.6% | +9.0% | +8.6% |
| 3M | +6.6% | -2.2% | +8.9% | +7.2% |
| 6M | +17.1% | -2.9% | +20.0% | +17.9% |
| YTD | +19.0% | -2.1% | +21.1% | +19.6% |
| 1Y | +21.8% | -2.6% | +24.4% | +22.6% |
| 3Y | +6.4% | +12.5% | -6.1% | +3.0% |
| 5Y | +5.1% | -15.3% | +20.4% | +2.0% |
| All | +5.1% | -15.1% | +20.3% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling