+397.6%
VRT vs KDP
+24.9%
+372.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.4% | +8.9% | -0.2% |
| 7D | +18.6% | -4.0% | +22.6% | +17.6% |
| 30D | -11.7% | +8.5% | -20.1% | -9.9% |
| 3M | -27.3% | +20.7% | -48.0% | -24.4% |
| 6M | -42.9% | +23.2% | -66.0% | -40.8% |
| YTD | +29.5% | +30.5% | -1.0% | +34.9% |
| 1Y | +21.0% | +35.9% | -14.8% | +27.1% |
| All | +397.6% | +24.9% | +372.8% | +427.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling