+1,740.6%
VRT vs KDP
+84.9%
+1,655.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.7% |
| 7D | -21.4% | +2.2% | -23.6% | -22.2% |
| 30D | -25.8% | +19.9% | -45.8% | -30.4% |
| 3M | -33.5% | +21.5% | -55.0% | -38.0% |
| 6M | -49.0% | +30.1% | -79.1% | -54.3% |
| YTD | +12.9% | +34.9% | -22.0% | -0.4% |
| 1Y | 0.0% | +43.4% | -43.4% | -14.0% |
| 3Y | +361.8% | +29.1% | +332.7% | +291.9% |
| 5Y | +565.1% | +15.0% | +550.2% | +506.7% |
| All | +1,740.6% | +84.9% | +1,655.7% | +1,155.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling