+161.1%
VEA vs KDP
+172.7%
-11.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -1.5% | -3.7% | +2.2% | -0.6% |
| 30D | -0.8% | +6.2% | -7.0% | -2.2% |
| 3M | +2.5% | +1.2% | +1.2% | +1.9% |
| 6M | +11.1% | +15.3% | -4.2% | +7.0% |
| YTD | +17.2% | +14.8% | +2.4% | +12.8% |
| 1Y | +24.5% | +17.6% | +6.9% | +18.8% |
| 3Y | +75.4% | +2.1% | +73.3% | +71.4% |
| 5Y | +61.1% | +2.7% | +58.4% | +56.7% |
| All | +161.1% | +172.7% | -11.6% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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