+239.3%
KDP vs VUG
+405.9%
-166.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -1.9% | 0.0% |
| 7D | +0.3% | +0.5% | -0.2% | +0.1% |
| 30D | +16.3% | -8.2% | +24.5% | +19.0% |
| 3M | +24.0% | -5.4% | +29.4% | +25.7% |
| 6M | +30.0% | -2.5% | +32.5% | +30.3% |
| YTD | +36.1% | +4.2% | +31.9% | +33.2% |
| 1Y | +46.8% | +5.0% | +41.8% | +43.3% |
| 3Y | +30.5% | +81.7% | -51.3% | +2.4% |
| 5Y | +17.9% | +62.5% | -44.6% | -4.3% |
| 10Y | +239.3% | +396.3% | -157.1% | +47.5% |
| All | +239.3% | +405.9% | -166.6% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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