+1,117.5%
KDP vs VUG
+915.8%
+201.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | +6.0% | -0.3% | +6.3% | +6.1% |
| 3M | +9.2% | -0.7% | +9.9% | +9.1% |
| 6M | +14.7% | +14.6% | +0.1% | +7.0% |
| YTD | +19.2% | +9.0% | +10.2% | +13.6% |
| 1Y | +15.2% | +14.9% | +0.3% | +6.8% |
| 3Y | +6.0% | +86.0% | -80.1% | -25.0% |
| 5Y | +5.4% | +76.7% | -71.3% | -25.4% |
| 10Y | +171.9% | +411.3% | -239.4% | -3.0% |
| All | +1,117.5% | +915.8% | +201.7% | +143.8% |
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