+1,290.0%
KDP vs VIG
+558.5%
+731.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | -0.8% |
| 7D | +0.3% | +0.4% | -0.1% | 0.0% |
| 30D | +16.3% | +4.3% | +12.0% | +13.1% |
| 3M | +24.0% | +2.0% | +21.9% | +22.4% |
| 6M | +30.0% | +10.2% | +19.8% | +21.9% |
| YTD | +36.1% | +14.8% | +21.3% | +24.0% |
| 1Y | +46.8% | +17.5% | +29.4% | +31.7% |
| 3Y | +30.5% | +67.4% | -36.9% | -8.7% |
| 5Y | +17.9% | +63.4% | -45.5% | -16.8% |
| 10Y | +239.3% | +259.9% | -20.6% | +33.1% |
| All | +1,290.0% | +558.5% | +731.5% | +226.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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