+1,278.3%
KDP vs VUG
+844.6%
+433.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | +2.2% | -3.4% | +5.6% | +3.6% |
| 30D | +19.9% | -11.1% | +31.0% | +26.0% |
| 3M | +21.5% | -7.2% | +28.7% | +25.1% |
| 6M | +30.1% | -4.1% | +34.2% | +31.4% |
| YTD | +34.9% | +1.4% | +33.6% | +32.3% |
| 1Y | +43.4% | +1.9% | +41.5% | +40.0% |
| 3Y | +29.1% | +77.7% | -48.7% | -7.1% |
| 5Y | +15.0% | +57.6% | -42.6% | -14.2% |
| 10Y | +234.1% | +398.6% | -164.5% | +19.0% |
| All | +1,278.3% | +844.6% | +433.7% | +184.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling