+1,034.7%
KDP vs VCLT
+103.4%
+931.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.3% | -0.5% | +1.8% | +1.3% |
| 30D | +6.0% | -0.9% | +6.8% | +6.1% |
| 3M | +9.2% | -3.2% | +12.4% | +9.5% |
| 6M | +14.7% | -3.8% | +18.5% | +15.1% |
| YTD | +19.2% | -2.0% | +21.2% | +19.4% |
| 1Y | +15.2% | -0.8% | +16.0% | +15.3% |
| 3Y | +6.0% | +12.3% | -6.3% | +4.8% |
| 5Y | +5.4% | -15.4% | +20.8% | +4.7% |
| 10Y | +171.9% | +15.7% | +156.1% | +178.4% |
| All | +1,034.7% | +103.4% | +931.3% | +1,313.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling