+175.8%
KDP vs VMC
+149.2%
+26.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | +2.1% | -0.5% | +2.6% | +2.2% |
| 30D | +8.5% | -9.1% | +17.6% | +10.4% |
| 3M | +6.6% | -4.1% | +10.8% | +7.3% |
| 6M | +17.1% | -5.5% | +22.6% | +18.0% |
| YTD | +19.0% | -8.9% | +28.0% | +20.6% |
| 1Y | +21.8% | -12.9% | +34.7% | +24.2% |
| 3Y | +6.4% | +22.1% | -15.7% | +0.5% |
| 5Y | +5.1% | +52.7% | -47.6% | -6.4% |
| 10Y | +175.8% | +152.7% | +23.1% | +102.7% |
| All | +175.8% | +149.2% | +26.6% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling