+905.2%
VRT vs KDP
+6.0%
+899.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.2% | +4.5% |
| 7D | +9.1% | +1.3% | +7.8% | +8.9% |
| 30D | +0.9% | +6.0% | -5.1% | 0.0% |
| 3M | -13.4% | +9.2% | -22.6% | -15.6% |
| 6M | +11.7% | +14.7% | -3.0% | +7.3% |
| YTD | +73.2% | +19.2% | +54.0% | +64.9% |
| 1Y | +123.4% | +15.2% | +108.3% | +114.1% |
| 3Y | +606.2% | +6.0% | +600.2% | +568.8% |
| All | +905.2% | +6.0% | +899.2% | +901.1% |
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