+4.7%
KDP vs VSXY
+37.4%
-32.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.0% |
| 7D | +1.3% | -14.0% | +15.3% | +1.9% |
| 30D | +6.0% | -15.9% | +21.9% | +6.7% |
| 3M | +9.2% | +3.4% | +5.8% | +8.8% |
| 6M | +14.7% | +25.9% | -11.2% | +12.6% |
| YTD | +19.2% | +39.5% | -20.3% | +16.3% |
| 1Y | +15.2% | +194.4% | -179.2% | +8.2% |
| 3Y | +6.0% | +281.4% | -275.5% | -4.6% |
| 5Y | +5.4% | +12.8% | -7.4% | +0.2% |
| All | +4.7% | +37.4% | -32.7% | -1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling