+26.8%
KDP vs VUG
+78.3%
-51.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.6% |
| 7D | -0.8% | +2.5% | -3.3% | -0.8% |
| 30D | +9.7% | -6.3% | +16.0% | +9.6% |
| 3M | +17.6% | -6.0% | +23.7% | +17.5% |
| 6M | +25.8% | -3.5% | +29.3% | +25.7% |
| YTD | +33.9% | +3.9% | +29.9% | +33.5% |
| 1Y | +38.9% | +5.1% | +33.8% | +38.4% |
| 3Y | +26.8% | +77.9% | -51.1% | +15.2% |
| All | +26.8% | +78.3% | -51.5% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling