+139.6%
KMI vs VCIT
+29.7%
+109.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +2.0% | +2.0% |
| 7D | -6.5% | +0.7% | -7.3% | -7.0% |
| 30D | -5.1% | +1.8% | -6.9% | -6.1% |
| 3M | 0.0% | -1.6% | +1.5% | +0.9% |
| 6M | -0.9% | -2.1% | +1.2% | +0.3% |
| YTD | +15.4% | -1.6% | +17.0% | +16.4% |
| 1Y | +19.5% | -0.8% | +20.3% | +19.9% |
| 3Y | +116.3% | +19.9% | +96.4% | +90.3% |
| 5Y | +136.6% | +3.3% | +133.3% | +130.2% |
| 10Y | +139.6% | +30.6% | +108.9% | +158.6% |
| All | +139.6% | +29.7% | +109.9% | +158.6% |
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