+1.0%
KDP vs VSXY
+33.4%
-32.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.1% | -1.8% |
| 7D | -4.3% | -0.3% | -4.0% | -4.3% |
| 30D | +7.8% | -22.1% | +29.9% | +8.9% |
| 3M | -0.1% | -1.1% | +1.1% | -0.2% |
| 6M | +14.0% | +53.8% | -39.8% | +10.9% |
| YTD | +15.1% | +35.5% | -20.4% | +12.5% |
| 1Y | +18.5% | +186.0% | -167.5% | +11.5% |
| 3Y | +2.9% | +343.2% | -340.3% | -8.5% |
| 5Y | +3.0% | +19.0% | -16.0% | -2.1% |
| All | +1.0% | +33.4% | -32.4% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling