+26.8%
KDP vs VIVK
-100.0%
+126.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.5% | +10.1% | +2.6% |
| 7D | -0.8% | -57.7% | +56.9% | -1.2% |
| 30D | +9.7% | -87.3% | +97.0% | +9.0% |
| 3M | +17.6% | -98.9% | +116.5% | +16.7% |
| 6M | +25.8% | -100.0% | +125.7% | +25.3% |
| YTD | +33.9% | -100.0% | +133.8% | +32.6% |
| 1Y | +38.9% | -100.0% | +138.9% | +39.0% |
| 3Y | +26.8% | -100.0% | +126.8% | +28.1% |
| All | +26.8% | -100.0% | +126.8% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 3y: compounded portfolio wealth divided by compounded VIVK 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…
3y analysis · Full analysis span regression · 6 months rolling