+67.2%
VTI vs KDP
+21.7%
+45.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +1.0% |
| 7D | -0.7% | +4.0% | -4.7% | -1.4% |
| 30D | -1.9% | +16.8% | -18.7% | -4.8% |
| 3M | -1.4% | +32.0% | -33.5% | -6.7% |
| 6M | +3.5% | +35.2% | -31.7% | -2.9% |
| YTD | +12.6% | +40.9% | -28.3% | +4.3% |
| 1Y | +12.7% | +47.7% | -34.9% | +3.2% |
| 3Y | +78.8% | +34.8% | +44.0% | +62.7% |
| 5Y | +67.2% | +22.6% | +44.5% | +57.8% |
| All | +67.2% | +21.7% | +45.5% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling