+1,117.5%
KDP vs VFC
+25.5%
+1,092.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -1.2% |
| 7D | +1.3% | -1.6% | +2.9% | +1.5% |
| 30D | +6.0% | -11.6% | +17.6% | +7.9% |
| 3M | +9.2% | -18.1% | +27.3% | +11.9% |
| 6M | +14.7% | -27.4% | +42.0% | +19.0% |
| YTD | +19.2% | -24.8% | +44.0% | +22.8% |
| 1Y | +15.2% | -8.2% | +23.4% | +14.4% |
| 3Y | +6.0% | -29.1% | +35.1% | +1.3% |
| 5Y | +5.4% | -79.2% | +84.6% | +29.3% |
| 10Y | +171.9% | -68.1% | +240.0% | +177.0% |
| All | +1,117.5% | +25.5% | +1,092.0% | +601.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling