+229.6%
KDP vs VCIT
+28.8%
+200.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +19.9% | +1.9% | +18.0% | +19.0% |
| 3M | +21.5% | -1.4% | +22.9% | +22.2% |
| 6M | +30.1% | -2.1% | +32.2% | +31.2% |
| YTD | +34.9% | -1.6% | +36.6% | +35.8% |
| 1Y | +43.4% | -0.9% | +44.3% | +43.9% |
| 3Y | +29.1% | +20.0% | +9.1% | +21.1% |
| 5Y | +15.0% | +3.1% | +11.8% | +11.0% |
| All | +229.6% | +28.8% | +200.8% | +242.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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