+1,300.4%
KDP vs VT
+374.2%
+926.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.3% | +0.4% | +0.8% | +1.1% |
| 30D | +6.0% | +1.0% | +5.0% | +5.5% |
| 3M | +9.2% | +2.4% | +6.8% | +7.7% |
| 6M | +14.7% | +12.0% | +2.7% | +7.9% |
| YTD | +19.2% | +15.3% | +3.9% | +10.4% |
| 1Y | +15.2% | +22.6% | -7.4% | +3.3% |
| 3Y | +6.0% | +74.7% | -68.7% | -21.6% |
| 5Y | +5.4% | +66.1% | -60.7% | -20.7% |
| 10Y | +171.9% | +225.0% | -53.1% | +41.0% |
| All | +1,300.4% | +374.2% | +926.2% | +394.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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