+155.6%
KMI vs VCIT
+30.4%
+125.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.2% | -0.5% | +0.7% | +0.5% |
| 30D | -3.7% | +1.0% | -4.7% | -4.3% |
| 3M | +1.2% | -1.4% | +2.6% | +2.1% |
| 6M | -0.3% | -2.1% | +1.8% | +1.0% |
| YTD | +19.2% | -1.8% | +21.0% | +20.4% |
| 1Y | +21.7% | -1.4% | +23.1% | +22.5% |
| 3Y | +120.4% | +19.3% | +101.1% | +94.7% |
| 5Y | +144.9% | +4.1% | +140.8% | +136.5% |
| 10Y | +155.6% | +30.9% | +124.6% | +179.0% |
| All | +155.6% | +30.4% | +125.2% | +179.0% |
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 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