+169.5%
KDP vs VWO
+117.1%
+52.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -3.7% | -1.8% | -1.9% | -3.2% |
| 30D | +6.2% | -0.1% | +6.3% | +6.2% |
| 3M | +1.2% | +2.2% | -1.0% | +0.4% |
| 6M | +15.3% | +8.8% | +6.6% | +11.9% |
| YTD | +14.8% | +12.4% | +2.4% | +10.1% |
| 1Y | +17.6% | +15.6% | +2.0% | +11.7% |
| 3Y | +2.1% | +62.5% | -60.4% | -14.0% |
| 5Y | +2.7% | +34.3% | -31.5% | -8.0% |
| All | +169.5% | +117.1% | +52.4% | +84.6% |
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