+43.5%
KDP vs VRSK
-8.8%
+52.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.4% | +5.5% | +5.8% |
| 7D | +5.3% | +4.2% | +1.1% | +4.7% |
| 30D | +19.1% | +21.2% | -2.1% | +15.8% |
| 3M | +19.2% | +2.9% | +16.3% | +18.1% |
| 6M | +29.3% | +11.3% | +17.9% | +27.3% |
| YTD | +35.5% | -10.8% | +46.4% | +31.7% |
| 1Y | +43.5% | -9.2% | +52.6% | +39.7% |
| All | +43.5% | -8.8% | +52.3% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 1y: compounded portfolio wealth divided by compounded VRSK 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…
1y analysis · Full analysis span regression · 6 months rolling