+1,267.4%
KDP vs VYM
+506.8%
+760.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | -0.8% | +3.7% | -4.5% | -2.9% |
| 30D | +9.7% | +3.7% | +6.0% | +7.4% |
| 3M | +17.6% | -0.7% | +18.3% | +18.1% |
| 6M | +25.8% | +7.2% | +18.6% | +20.6% |
| YTD | +33.9% | +16.9% | +16.9% | +21.8% |
| 1Y | +38.9% | +19.6% | +19.3% | +24.6% |
| 3Y | +26.8% | +74.6% | -47.8% | -10.2% |
| 5Y | +16.3% | +72.3% | -56.0% | -17.4% |
| 10Y | +248.1% | +206.5% | +41.6% | +67.6% |
| All | +1,267.4% | +506.8% | +760.6% | +306.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling