+5.0%
KDP vs VSXY
+19.3%
-14.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -1.3% |
| 7D | -1.6% | -10.7% | +9.2% | -1.1% |
| 30D | +9.5% | -24.3% | +33.7% | +10.8% |
| 3M | +2.6% | +1.0% | +1.6% | +2.4% |
| 6M | +15.6% | +57.4% | -41.7% | +12.2% |
| YTD | +17.3% | +39.8% | -22.5% | +14.3% |
| 1Y | +20.1% | +196.5% | -176.4% | +12.3% |
| 3Y | +4.9% | +357.2% | -352.3% | -8.0% |
| 5Y | +5.0% | +18.9% | -13.9% | +3.2% |
| All | +5.0% | +19.3% | -14.3% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling