+205.0%
KMB vs VCIT
+98.3%
+106.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.0% | -0.3% | -2.7% | -2.9% |
| 30D | -5.5% | -0.8% | -4.7% | -5.1% |
| 3M | +14.0% | -1.0% | +15.0% | +14.5% |
| 6M | +4.1% | -1.8% | +5.9% | +4.9% |
| YTD | +8.0% | -0.7% | +8.7% | +8.4% |
| 1Y | -13.7% | +1.0% | -14.7% | -14.0% |
| 3Y | -5.9% | +18.8% | -24.8% | -11.8% |
| 5Y | -8.6% | +3.5% | -12.1% | -11.1% |
| 10Y | +17.3% | +29.2% | -11.9% | +11.5% |
| All | +205.0% | +98.3% | +106.7% | +221.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling