+175.8%
KDP vs VO
+192.5%
-16.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.1% |
| 7D | +2.1% | +0.6% | +1.4% | +1.8% |
| 30D | +8.5% | -1.1% | +9.5% | +9.0% |
| 3M | +6.6% | +4.5% | +2.1% | +4.4% |
| 6M | +17.1% | +11.1% | +6.0% | +11.5% |
| YTD | +19.0% | +13.5% | +5.5% | +12.1% |
| 1Y | +21.8% | +14.5% | +7.3% | +14.2% |
| 3Y | +6.4% | +58.1% | -51.7% | -15.2% |
| 5Y | +5.1% | +43.3% | -38.1% | -13.2% |
| 10Y | +175.8% | +193.2% | -17.4% | +49.4% |
| All | +175.8% | +192.5% | -16.6% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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