+392.7%
KRE vs VCIT
+96.4%
+296.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.2% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +4.8% | +1.9% | +2.9% | +4.8% |
| 3M | -5.1% | -1.4% | -3.6% | -5.1% |
| 6M | +3.3% | -2.1% | +5.4% | +3.2% |
| YTD | +13.3% | -1.6% | +15.0% | +13.3% |
| 1Y | +22.9% | -0.9% | +23.8% | +22.9% |
| 3Y | +82.1% | +20.0% | +62.1% | +86.4% |
| 5Y | +11.0% | +3.1% | +7.9% | +4.1% |
| 10Y | +115.7% | +28.7% | +87.0% | +150.6% |
| All | +392.7% | +96.4% | +296.3% | +838.3% |
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