+1,162.4%
VST vs KDP
+248.3%
+914.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.4% |
| 7D | -6.0% | +8.2% | -14.2% | -7.6% |
| 30D | -18.8% | +18.4% | -37.1% | -21.9% |
| 3M | -8.0% | +29.2% | -37.3% | -13.4% |
| 6M | -10.9% | +32.3% | -43.2% | -17.2% |
| YTD | -18.3% | +38.5% | -56.8% | -25.2% |
| 1Y | -29.9% | +48.5% | -78.4% | -37.1% |
| 3Y | +290.3% | +32.5% | +257.8% | +247.8% |
| 5Y | +635.3% | +19.7% | +615.6% | +577.2% |
| 10Y | +1,162.4% | +256.4% | +906.0% | +844.8% |
| All | +1,162.4% | +248.3% | +914.1% | +844.8% |
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 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