+123.4%
VRT vs KDP
+15.4%
+108.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.2% | +4.2% |
| 7D | +9.1% | +1.3% | +7.8% | +9.4% |
| 30D | +0.9% | +6.0% | -5.1% | +2.0% |
| 3M | -13.4% | +9.2% | -22.6% | -13.8% |
| 6M | +11.7% | +14.7% | -3.0% | +9.7% |
| YTD | +73.2% | +19.2% | +54.0% | +71.3% |
| 1Y | +123.4% | +15.2% | +108.3% | +112.2% |
| All | +123.4% | +15.4% | +108.1% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 1y: compounded portfolio wealth divided by compounded KDP 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…
1y analysis · Full analysis span regression · 6 months rolling