+1,117.5%
KDP vs VIG
+536.9%
+580.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | +1.3% | -0.4% | +1.7% | +1.6% |
| 30D | +6.0% | -1.0% | +6.9% | +6.7% |
| 3M | +9.2% | +2.8% | +6.4% | +7.2% |
| 6M | +14.7% | +8.2% | +6.5% | +8.8% |
| YTD | +19.2% | +11.0% | +8.2% | +11.0% |
| 1Y | +15.2% | +16.1% | -1.0% | +4.1% |
| 3Y | +6.0% | +56.2% | -50.2% | -22.3% |
| 5Y | +5.4% | +63.0% | -57.6% | -25.6% |
| 10Y | +171.9% | +241.4% | -69.6% | +10.6% |
| All | +1,117.5% | +536.9% | +580.5% | +192.1% |
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