+20.5%
KDP vs VSXY
+121.7%
-101.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +1.9% |
| 7D | +8.2% | +10.2% | -2.0% | +7.7% |
| 30D | +18.4% | +33.6% | -15.3% | +16.7% |
| 3M | +29.2% | +10.8% | +18.4% | +28.4% |
| 6M | +32.3% | +130.5% | -98.3% | +26.0% |
| YTD | +38.5% | +104.4% | -66.0% | +32.4% |
| 1Y | +48.5% | +216.5% | -168.0% | +38.6% |
| 3Y | +32.5% | +465.9% | -433.5% | +15.9% |
| All | +20.5% | +121.7% | -101.2% | +12.7% |
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