+26.8%
KDP vs VMC
+35.0%
-8.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | -0.8% | -1.3% | +0.5% | -0.6% |
| 30D | +9.7% | +15.5% | -5.7% | +7.4% |
| 3M | +17.6% | +0.6% | +17.0% | +17.3% |
| 6M | +25.8% | +2.1% | +23.7% | +25.2% |
| YTD | +33.9% | -1.6% | +35.4% | +33.7% |
| 1Y | +38.9% | -1.2% | +40.1% | +38.7% |
| 3Y | +26.8% | +35.3% | -8.5% | +15.4% |
| All | +26.8% | +35.0% | -8.2% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling