+644.9%
VTI vs KDP
+1,283.7%
-638.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.3% |
| 7D | +2.5% | -0.8% | +3.3% | +2.7% |
| 30D | -1.5% | +9.7% | -11.3% | -4.9% |
| 3M | -3.2% | +17.6% | -20.8% | -8.8% |
| 6M | +2.3% | +25.8% | -23.5% | -6.3% |
| YTD | +11.6% | +33.9% | -22.2% | -0.5% |
| 1Y | +13.8% | +38.9% | -25.1% | 0.0% |
| 3Y | +77.4% | +26.8% | +50.6% | +57.6% |
| 5Y | +64.6% | +16.3% | +48.2% | +50.0% |
| 10Y | +290.6% | +248.1% | +42.4% | +123.3% |
| All | +644.9% | +1,283.7% | -638.8% | +116.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling