+961.2%
KDP vs VRSK
+583.6%
+377.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | +1.4% |
| 7D | +2.1% | -9.7% | +11.8% | +5.0% |
| 30D | +8.5% | -8.5% | +17.0% | +11.1% |
| 3M | +6.6% | -1.7% | +8.3% | +6.7% |
| 6M | +17.1% | -17.9% | +35.0% | +22.8% |
| YTD | +19.0% | -21.1% | +40.2% | +25.8% |
| 1Y | +21.8% | -35.1% | +56.9% | +36.1% |
| 3Y | +6.4% | -26.7% | +33.1% | +13.5% |
| 5Y | +5.1% | -12.0% | +17.2% | +4.5% |
| 10Y | +175.8% | +122.9% | +53.0% | +110.6% |
| All | +961.2% | +583.6% | +377.6% | +539.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling