+1,278.3%
KDP vs VFC
+91.1%
+1,187.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.7% |
| 7D | +2.2% | +11.2% | -9.0% | +0.6% |
| 30D | +19.9% | +41.5% | -21.6% | +13.8% |
| 3M | +21.5% | +38.9% | -17.4% | +15.6% |
| 6M | +30.1% | +6.1% | +24.0% | +28.0% |
| YTD | +34.9% | +14.5% | +20.4% | +30.5% |
| 1Y | +43.4% | +46.0% | -2.6% | +33.3% |
| 3Y | +29.1% | +36.4% | -7.3% | +11.5% |
| 5Y | +15.0% | -67.5% | +82.5% | +31.9% |
| 10Y | +234.1% | -45.8% | +279.9% | +210.0% |
| All | +1,278.3% | +91.1% | +1,187.2% | +645.8% |
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