+1,116.0%
KDP vs VTRS
+59.4%
+1,056.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | +2.1% | -0.1% | +2.2% | +2.1% |
| 30D | +8.5% | +1.9% | +6.6% | +8.1% |
| 3M | +6.6% | +5.1% | +1.6% | +5.7% |
| 6M | +17.1% | +20.1% | -3.0% | +13.3% |
| YTD | +19.0% | +36.6% | -17.5% | +12.7% |
| 1Y | +21.8% | +64.1% | -42.3% | +11.8% |
| 3Y | +6.4% | +86.4% | -79.9% | -5.7% |
| 5Y | +5.1% | +40.9% | -35.7% | -4.4% |
| 10Y | +175.8% | -48.7% | +224.6% | +177.4% |
| All | +1,116.0% | +59.4% | +1,056.6% | +599.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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