+17.9%
KDP vs VRSK
-32.5%
+50.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | -4.3% | -7.7% | +3.4% | -3.2% |
| 30D | +7.8% | -2.8% | +10.6% | +8.2% |
| 3M | -0.1% | -3.7% | +3.7% | +0.5% |
| 6M | +14.0% | -12.8% | +26.8% | +16.0% |
| YTD | +15.1% | -21.0% | +36.0% | +17.9% |
| All | +17.9% | -32.5% | +50.3% | +19.7% |
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