+6.8%
KDP vs VFC
-79.1%
+85.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -1.0% |
| 7D | +1.3% | -1.6% | +2.9% | +1.4% |
| 30D | +6.0% | -11.6% | +17.6% | +6.8% |
| 3M | +9.2% | -18.1% | +27.3% | +10.3% |
| 6M | +14.7% | -27.4% | +42.0% | +16.4% |
| YTD | +19.2% | -24.8% | +44.0% | +20.6% |
| 1Y | +15.2% | -8.2% | +23.4% | +14.9% |
| 3Y | +6.0% | -29.1% | +35.1% | +4.2% |
| All | +6.8% | -79.1% | +85.9% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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