+1,116.0%
KDP vs VYM
+498.4%
+617.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +2.1% | +0.1% | +1.9% | +2.0% |
| 30D | +8.5% | -1.3% | +9.7% | +9.3% |
| 3M | +6.6% | +4.1% | +2.6% | +4.1% |
| 6M | +17.1% | +9.8% | +7.3% | +10.6% |
| YTD | +19.0% | +15.3% | +3.7% | +9.2% |
| 1Y | +21.8% | +20.0% | +1.8% | +9.0% |
| 3Y | +6.4% | +66.2% | -59.8% | -22.4% |
| 5Y | +5.1% | +77.5% | -72.4% | -26.7% |
| 10Y | +175.8% | +201.7% | -25.9% | +34.0% |
| All | +1,116.0% | +498.4% | +617.6% | +264.7% |
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