-8.0%
KMB vs VCIT
+4.1%
-12.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.0% | -0.3% | -2.7% | -2.8% |
| 30D | -5.5% | -0.8% | -4.7% | -5.0% |
| 3M | +14.0% | -1.0% | +15.0% | +14.7% |
| 6M | +4.1% | -1.8% | +5.9% | +5.3% |
| YTD | +8.0% | -0.7% | +8.7% | +8.6% |
| 1Y | -13.7% | +1.0% | -14.7% | -14.2% |
| 3Y | -5.9% | +18.8% | -24.8% | -13.9% |
| All | -8.0% | +4.1% | -12.1% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling