+1,278.3%
KDP vs VMC
+432.2%
+846.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +2.2% | +0.5% | +1.7% | +2.1% |
| 30D | +19.9% | +15.8% | +4.1% | +16.6% |
| 3M | +21.5% | +0.6% | +20.9% | +21.2% |
| 6M | +30.1% | -4.0% | +34.1% | +30.8% |
| YTD | +34.9% | -0.3% | +35.2% | +34.3% |
| 1Y | +43.4% | -0.5% | +43.9% | +42.7% |
| 3Y | +29.1% | +39.6% | -10.5% | +18.9% |
| 5Y | +15.0% | +50.1% | -35.1% | +3.1% |
| 10Y | +234.1% | +163.9% | +70.1% | +154.1% |
| All | +1,278.3% | +432.2% | +846.1% | +738.1% |
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