+136.6%
KMI vs VCIT
+29.2%
+107.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -1.8% | -0.2% | -1.6% | -1.6% |
| 30D | +0.1% | -0.5% | +0.6% | +0.4% |
| 3M | +1.2% | -0.9% | +2.1% | +1.7% |
| 6M | -3.9% | -1.9% | -2.0% | -2.8% |
| YTD | +17.5% | -1.0% | +18.5% | +18.1% |
| 1Y | +22.6% | +0.2% | +22.4% | +22.2% |
| 3Y | +116.3% | +19.0% | +97.3% | +91.9% |
| 5Y | +157.6% | +3.1% | +154.5% | +151.1% |
| 10Y | +136.6% | +29.8% | +106.8% | +152.9% |
| All | +136.6% | +29.2% | +107.4% | +152.9% |
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