+2,047.5%
KLAC vs VCIT
+28.8%
+2,018.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.1% | +6.8% | +6.9% |
| 7D | -12.3% | +0.1% | -12.4% | -12.5% |
| 30D | -29.6% | +1.9% | -31.6% | -31.6% |
| 3M | -28.2% | -1.4% | -26.8% | -26.9% |
| 6M | -23.6% | -2.1% | -21.4% | -21.2% |
| YTD | +14.4% | -1.6% | +16.0% | +17.5% |
| 1Y | +15.4% | -0.9% | +16.3% | +17.5% |
| 3Y | +184.3% | +20.0% | +164.3% | +125.7% |
| 5Y | +248.9% | +3.1% | +245.7% | +235.5% |
| All | +2,047.5% | +28.8% | +2,018.7% | +1,881.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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