+239.1%
KDP vs VUG
+402.9%
-163.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.2% | -7.2% | -7.3% |
| 7D | -4.0% | +4.4% | -8.4% | -5.2% |
| 30D | +8.5% | -7.3% | +15.8% | +10.7% |
| 3M | +20.7% | -4.2% | +24.9% | +21.9% |
| 6M | +23.2% | -1.6% | +24.8% | +23.1% |
| YTD | +30.5% | +4.9% | +25.6% | +27.5% |
| 1Y | +35.9% | +3.8% | +32.1% | +33.1% |
| 3Y | +24.8% | +79.4% | -54.6% | -1.4% |
| 5Y | +13.4% | +63.9% | -50.5% | -8.2% |
| All | +239.1% | +402.9% | -163.8% | +48.7% |
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