+16.2%
KDP vs VFC
-68.3%
+84.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.6% | +2.4% |
| 7D | -0.8% | +1.6% | -2.4% | -0.9% |
| 30D | +9.7% | +25.5% | -15.8% | +8.1% |
| 3M | +17.6% | +41.3% | -23.7% | +14.9% |
| 6M | +25.8% | +22.2% | +3.6% | +23.7% |
| YTD | +33.9% | +16.4% | +17.5% | +31.7% |
| 1Y | +38.9% | +38.4% | +0.5% | +35.1% |
| 3Y | +26.8% | +56.2% | -29.4% | +16.9% |
| All | +16.2% | -68.3% | +84.6% | +43.2% |
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