-66.9%
KPDD vs VT
+42.0%
-108.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.3% |
| 7D | -8.3% | +0.4% | -8.8% | -9.1% |
| 30D | -19.9% | +1.0% | -20.8% | -21.5% |
| 3M | -13.6% | +2.4% | -16.0% | -18.1% |
| 6M | -42.0% | +12.0% | -54.0% | -54.0% |
| YTD | -55.5% | +15.3% | -70.8% | -66.4% |
| 1Y | -65.0% | +22.6% | -87.6% | -76.2% |
| All | -66.9% | +42.0% | -108.9% | -82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling