+169.5%
KDP vs VYM
+209.2%
-39.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.6% |
| 7D | -3.7% | -0.8% | -2.9% | -3.3% |
| 30D | +6.2% | -2.2% | +8.4% | +7.5% |
| 3M | +1.2% | +3.1% | -1.8% | -0.3% |
| 6M | +15.3% | +9.7% | +5.6% | +9.9% |
| YTD | +14.8% | +14.9% | -0.1% | +6.7% |
| 1Y | +17.6% | +17.6% | 0.0% | +8.0% |
| 3Y | +2.1% | +65.3% | -63.2% | -22.1% |
| 5Y | +2.7% | +78.7% | -76.0% | -25.0% |
| All | +169.5% | +209.2% | -39.7% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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