+247.9%
KDP vs VTR
+130.3%
+117.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.8% |
| 7D | -0.8% | +0.2% | -1.0% | -0.8% |
| 30D | +9.7% | +5.5% | +4.3% | +8.5% |
| 3M | +17.6% | -0.9% | +18.5% | +17.8% |
| 6M | +25.8% | -0.4% | +26.2% | +25.5% |
| YTD | +33.9% | +17.0% | +16.8% | +29.1% |
| 1Y | +38.9% | +18.0% | +20.9% | +33.6% |
| 3Y | +26.8% | +127.4% | -100.6% | +5.6% |
| 5Y | +16.3% | +92.3% | -75.9% | -1.1% |
| All | +247.9% | +130.3% | +117.6% | +159.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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