+1,117.5%
KDP vs VTR
+266.3%
+851.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.4% |
| 7D | +1.3% | -1.7% | +3.0% | +1.7% |
| 30D | +6.0% | -2.4% | +8.4% | +6.5% |
| 3M | +9.2% | +14.8% | -5.6% | +5.7% |
| 6M | +14.7% | +5.3% | +9.4% | +13.1% |
| YTD | +19.2% | +18.1% | +1.1% | +14.6% |
| 1Y | +15.2% | +36.7% | -21.5% | +7.1% |
| 3Y | +6.0% | +130.1% | -124.1% | -12.9% |
| 5Y | +5.4% | +89.5% | -84.1% | -10.9% |
| 10Y | +171.9% | +87.4% | +84.5% | +110.1% |
| All | +1,117.5% | +266.3% | +851.2% | +649.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling