+588.9%
VST vs KDP
+14.9%
+574.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.7% | +11.3% | +10.5% |
| 7D | -9.8% | +2.2% | -12.0% | -9.5% |
| 30D | -25.1% | +19.9% | -45.1% | -24.6% |
| 3M | -11.6% | +21.5% | -33.1% | -10.9% |
| 6M | -20.9% | +30.1% | -51.0% | -20.6% |
| YTD | -22.3% | +34.9% | -57.2% | -22.1% |
| 1Y | -32.0% | +43.4% | -75.4% | -32.1% |
| 3Y | +262.4% | +29.1% | +233.3% | +248.5% |
| All | +588.9% | +14.9% | +574.0% | +596.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling