+897.3%
VST vs KDP
+234.5%
+662.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.3% | -6.4% | -6.2% |
| 7D | -19.9% | +4.5% | -24.4% | -20.8% |
| 30D | -29.7% | +18.5% | -48.2% | -32.4% |
| 3M | -19.6% | +20.8% | -40.4% | -23.2% |
| 6M | -29.4% | +29.4% | -58.8% | -34.1% |
| YTD | -29.7% | +35.9% | -65.6% | -35.4% |
| 1Y | -40.0% | +42.5% | -82.5% | -45.7% |
| 3Y | +231.0% | +29.4% | +201.6% | +196.7% |
| 5Y | +500.1% | +15.8% | +484.3% | +457.9% |
| 10Y | +1,004.2% | +236.5% | +767.7% | +738.8% |
| All | +897.3% | +234.5% | +662.8% | +657.7% |
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