+266.4%
KDP vs VFC
-47.4%
+313.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.2% | +1.8% |
| 7D | +4.0% | -1.4% | +5.4% | +4.1% |
| 30D | +16.8% | +30.7% | -13.9% | +13.7% |
| 3M | +32.0% | +40.6% | -8.6% | +27.5% |
| 6M | +35.2% | +16.5% | +18.7% | +32.5% |
| YTD | +40.9% | +16.2% | +24.7% | +37.6% |
| 1Y | +47.7% | +42.4% | +5.2% | +41.1% |
| 3Y | +34.8% | +48.1% | -13.3% | +20.7% |
| 5Y | +22.6% | -67.8% | +90.4% | +39.2% |
| 10Y | +266.4% | -48.5% | +314.9% | +278.0% |
| All | +266.4% | -47.4% | +313.9% | +278.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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