+183.0%
KO vs VCIT
+29.2%
+153.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | +0.8% | -0.5% | +1.3% | +1.2% |
| 3M | +8.3% | -0.9% | +9.3% | +9.0% |
| 6M | +14.0% | -1.9% | +16.0% | +15.6% |
| YTD | +26.9% | -1.0% | +27.9% | +27.7% |
| 1Y | +32.7% | +0.2% | +32.4% | +32.4% |
| 3Y | +63.9% | +19.0% | +44.9% | +44.5% |
| 5Y | +81.7% | +3.1% | +78.7% | +80.2% |
| 10Y | +183.0% | +29.8% | +153.3% | +143.8% |
| All | +183.0% | +29.2% | +153.8% | +143.8% |
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