+1,216.9%
VST vs KDP
+193.4%
+1,023.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.7% |
| 7D | +8.9% | +1.3% | +7.6% | +8.6% |
| 30D | +6.2% | +6.0% | +0.2% | +4.7% |
| 3M | -2.7% | +9.2% | -11.9% | -5.2% |
| 6M | -8.4% | +14.7% | -23.0% | -12.0% |
| YTD | -7.2% | +19.2% | -26.4% | -11.9% |
| 1Y | -20.9% | +15.2% | -36.1% | -24.6% |
| 3Y | +384.0% | +6.0% | +378.0% | +358.8% |
| 5Y | +757.1% | +5.4% | +751.6% | +711.8% |
| All | +1,216.9% | +193.4% | +1,023.5% | +933.1% |
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