+4.4%
KDP vs VTR
+131.3%
-126.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -1.6% | -2.9% | +1.3% | -0.9% |
| 30D | +9.5% | -2.8% | +12.3% | +10.2% |
| 3M | +2.6% | +9.0% | -6.4% | +0.2% |
| 6M | +15.6% | +5.0% | +10.7% | +13.6% |
| YTD | +17.3% | +16.9% | +0.4% | +12.6% |
| 1Y | +20.1% | +34.3% | -14.2% | +11.6% |
| All | +4.4% | +131.3% | -126.9% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling