+1,164.9%
VST vs KDP
+247.6%
+917.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.6% |
| 7D | +6.6% | -0.8% | +7.4% | +6.6% |
| 30D | -12.4% | +9.7% | -22.1% | -14.5% |
| 3M | -9.0% | +17.6% | -26.6% | -12.7% |
| 6M | -6.4% | +25.8% | -32.2% | -12.2% |
| YTD | -17.2% | +33.9% | -51.1% | -23.8% |
| 1Y | -22.0% | +38.9% | -60.9% | -29.0% |
| 3Y | +296.7% | +26.8% | +269.9% | +256.6% |
| 5Y | +637.6% | +16.3% | +621.2% | +581.3% |
| All | +1,164.9% | +247.6% | +917.3% | +833.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling