+688.8%
VRT vs KDP
+13.5%
+675.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.4% | +8.9% | +2.1% |
| 7D | +18.6% | -4.0% | +22.6% | +18.9% |
| 30D | -11.7% | +8.5% | -20.1% | -12.9% |
| 3M | -27.3% | +20.7% | -48.0% | -29.5% |
| 6M | -42.9% | +23.2% | -66.0% | -45.7% |
| YTD | +29.5% | +30.5% | -1.0% | +21.2% |
| 1Y | +21.0% | +35.9% | -14.8% | +12.1% |
| 3Y | +403.1% | +24.8% | +378.3% | +340.7% |
| 5Y | +688.8% | +13.4% | +675.4% | +679.8% |
| All | +688.8% | +13.5% | +675.4% | +679.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling