+15.2%
KDP vs VRSK
-30.3%
+45.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.5% |
| 7D | +1.3% | -3.1% | +4.4% | +1.7% |
| 30D | +6.0% | -1.6% | +7.6% | +6.1% |
| 3M | +9.2% | +3.5% | +5.7% | +8.7% |
| 6M | +14.7% | -13.4% | +28.1% | +16.5% |
| YTD | +19.2% | -16.5% | +35.7% | +20.9% |
| 1Y | +15.2% | -30.6% | +45.7% | +13.2% |
| All | +15.2% | -30.3% | +45.4% | +13.2% |
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