+3.0%
KDP vs VYM
+75.8%
-72.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.6% |
| 7D | -4.3% | -1.9% | -2.5% | -3.3% |
| 30D | +7.8% | -2.6% | +10.4% | +9.5% |
| 3M | -0.1% | +3.6% | -3.6% | -2.0% |
| 6M | +14.0% | +8.7% | +5.3% | +8.7% |
| YTD | +15.1% | +14.1% | +0.9% | +6.7% |
| 1Y | +18.5% | +17.8% | +0.7% | +7.9% |
| 3Y | +2.9% | +64.5% | -61.6% | -24.4% |
| 5Y | +3.0% | +77.5% | -74.6% | -28.3% |
| All | +3.0% | +75.8% | -72.8% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling