+20.0%
KDP vs VG
-44.1%
+64.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +4.7% | -12.1% | -7.2% |
| 7D | -4.0% | +15.1% | -19.1% | -3.5% |
| 30D | +8.5% | -4.2% | +12.6% | +8.4% |
| 3M | +20.7% | -3.1% | +23.8% | +20.8% |
| 6M | +23.2% | +0.3% | +22.9% | +23.6% |
| YTD | +30.5% | +95.5% | -65.0% | +32.6% |
| 1Y | +35.9% | +64.4% | -28.6% | +37.8% |
| All | +20.0% | -44.1% | +64.1% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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