+6.4%
KDP vs VIVK
-100.0%
+106.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.7% | -7.8% | -0.1% |
| 7D | +2.1% | +13.1% | -11.0% | +2.1% |
| 30D | +8.5% | -29.7% | +38.1% | +8.5% |
| 3M | +6.6% | -93.0% | +99.6% | +6.9% |
| 6M | +17.1% | -98.0% | +115.0% | +17.4% |
| YTD | +19.0% | -97.8% | +116.8% | +18.9% |
| 1Y | +21.8% | -100.0% | +121.7% | +24.3% |
| 3Y | +6.4% | -100.0% | +106.4% | +6.5% |
| All | +6.4% | -100.0% | +106.4% | +6.5% |
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