-20.9%
VST vs KDP
+15.4%
-36.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.3% |
| 7D | +8.9% | +1.3% | +7.6% | +9.3% |
| 30D | +6.2% | +6.0% | +0.2% | +8.0% |
| 3M | -2.7% | +9.2% | -11.9% | -0.2% |
| 6M | -8.4% | +14.7% | -23.0% | -5.4% |
| YTD | -7.2% | +19.2% | -26.4% | -2.6% |
| 1Y | -20.9% | +15.2% | -36.1% | -22.1% |
| All | -20.9% | +15.4% | -36.3% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling