+1,117.5%
KDP vs VMC
+394.4%
+723.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | +1.3% | -4.3% | +5.6% | +2.1% |
| 30D | +6.0% | -8.2% | +14.2% | +7.7% |
| 3M | +9.2% | -7.0% | +16.2% | +10.5% |
| 6M | +14.7% | -10.8% | +25.5% | +16.8% |
| YTD | +19.2% | -7.4% | +26.6% | +20.3% |
| 1Y | +15.2% | -9.5% | +24.7% | +16.6% |
| 3Y | +6.0% | +20.5% | -14.5% | +0.4% |
| 5Y | +5.4% | +51.6% | -46.1% | -5.7% |
| 10Y | +171.9% | +150.0% | +21.8% | +108.8% |
| All | +1,117.5% | +394.4% | +723.1% | +651.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling