+2,723.0%
VRT vs KDP
+63.3%
+2,659.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.2% | +4.6% |
| 7D | +9.1% | +1.3% | +7.8% | +8.7% |
| 30D | +0.9% | +6.0% | -5.1% | -1.1% |
| 3M | -13.4% | +9.2% | -22.6% | -17.1% |
| 6M | +11.7% | +14.7% | -3.0% | +4.6% |
| YTD | +73.2% | +19.2% | +54.0% | +59.8% |
| 1Y | +123.4% | +15.2% | +108.3% | +107.7% |
| 3Y | +606.2% | +6.0% | +600.2% | +551.6% |
| 5Y | +899.9% | +5.4% | +894.5% | +835.5% |
| All | +2,723.0% | +63.3% | +2,659.7% | +1,914.8% |
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 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