+65.5%
VZ vs KDP
+235.7%
-170.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | +10.6% | +16.3% | -5.7% | +7.3% |
| 3M | -0.6% | +24.0% | -24.6% | -4.9% |
| 6M | +0.7% | +30.0% | -29.2% | -4.6% |
| YTD | +20.6% | +36.1% | -15.5% | +13.0% |
| 1Y | +22.7% | +46.8% | -24.1% | +13.3% |
| 3Y | +57.2% | +30.5% | +26.8% | +47.5% |
| 5Y | +21.4% | +17.9% | +3.5% | +15.7% |
| 10Y | +65.5% | +239.3% | -173.8% | +32.0% |
| All | +65.5% | +235.7% | -170.2% | +32.0% |
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