+2.1%
KDP vs VRSK
-26.5%
+28.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -3.7% | -5.2% | +1.5% | -2.7% |
| 30D | +6.2% | -2.3% | +8.5% | +6.6% |
| 3M | +1.2% | -2.9% | +4.2% | +1.6% |
| 6M | +15.3% | -12.8% | +28.1% | +18.1% |
| YTD | +14.8% | -20.8% | +35.6% | +19.6% |
| 1Y | +17.6% | -33.2% | +50.8% | +27.5% |
| 3Y | +2.1% | -26.6% | +28.7% | +8.7% |
| All | +2.1% | -26.5% | +28.6% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling