+247.9%
KDP vs VWO
+111.9%
+136.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -0.8% | +2.0% | -2.8% | -1.3% |
| 30D | +9.7% | -4.3% | +14.0% | +11.1% |
| 3M | +17.6% | -6.4% | +24.0% | +19.8% |
| 6M | +25.8% | -5.6% | +31.4% | +27.5% |
| YTD | +33.9% | +5.2% | +28.7% | +30.9% |
| 1Y | +38.9% | +5.2% | +33.7% | +35.8% |
| 3Y | +26.8% | +55.5% | -28.7% | +8.3% |
| 5Y | +16.3% | +25.6% | -9.2% | +6.4% |
| All | +247.9% | +111.9% | +136.0% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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