+404.9%
KO vs VCIT
+98.3%
+306.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.8% | -0.3% | -1.4% | -1.6% |
| 30D | +1.4% | -0.8% | +2.2% | +1.8% |
| 3M | +15.4% | -1.0% | +16.4% | +15.9% |
| 6M | +14.3% | -1.8% | +16.1% | +15.2% |
| YTD | +27.7% | -0.7% | +28.4% | +28.0% |
| 1Y | +32.7% | +1.0% | +31.7% | +32.1% |
| 3Y | +62.2% | +18.8% | +43.3% | +50.4% |
| 5Y | +80.0% | +3.5% | +76.5% | +75.3% |
| 10Y | +175.6% | +29.2% | +146.4% | +159.0% |
| All | +404.9% | +98.3% | +306.6% | +500.8% |
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 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