+216.1%
KMB vs VCIT
+96.2%
+119.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +3.9% |
| 7D | +0.4% | +0.4% | -0.1% | +0.2% |
| 30D | +14.0% | +2.2% | +11.8% | +13.0% |
| 3M | -1.3% | -1.8% | +0.5% | -0.5% |
| 6M | +16.7% | -1.6% | +18.3% | +17.6% |
| YTD | +12.0% | -1.7% | +13.7% | +12.9% |
| 1Y | +13.6% | -0.8% | +14.5% | +14.1% |
| 3Y | +3.1% | +19.3% | -16.2% | -3.3% |
| 5Y | +0.8% | +3.5% | -2.8% | -1.8% |
| 10Y | +38.4% | +28.6% | +9.8% | +32.3% |
| All | +216.1% | +96.2% | +119.9% | +234.4% |
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 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