+962.7%
VST vs KDP
+233.6%
+729.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +5.9% | -19.7% | -14.9% |
| 7D | -15.7% | +5.3% | -21.0% | -16.8% |
| 30D | -17.0% | +19.1% | -36.1% | -20.3% |
| 3M | -15.9% | +19.2% | -35.0% | -19.4% |
| 6M | -25.0% | +29.3% | -54.3% | -29.9% |
| YTD | -25.1% | +35.5% | -60.6% | -31.1% |
| 1Y | -34.9% | +43.5% | -78.3% | -41.1% |
| 3Y | +252.7% | +29.0% | +223.7% | +216.3% |
| 5Y | +582.3% | +16.2% | +566.1% | +533.3% |
| 10Y | +1,076.6% | +235.5% | +841.0% | +794.3% |
| All | +962.7% | +233.6% | +729.1% | +707.8% |
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