+173.3%
KDP vs VT
+224.5%
-51.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.3% | +0.4% | +0.8% | +1.1% |
| 30D | +6.0% | +1.0% | +5.0% | +5.5% |
| 3M | +9.2% | +2.4% | +6.8% | +7.8% |
| 6M | +14.7% | +12.0% | +2.7% | +8.4% |
| YTD | +19.2% | +15.3% | +3.9% | +10.9% |
| 1Y | +15.2% | +22.6% | -7.4% | +4.0% |
| 3Y | +6.0% | +74.7% | -68.7% | -20.8% |
| 5Y | +5.4% | +66.1% | -60.7% | -19.8% |
| All | +173.3% | +224.5% | -51.2% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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