-20.6%
KWEB vs VCIT
+29.2%
-49.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.1% |
| 7D | -3.6% | -0.2% | -3.4% | -3.4% |
| 30D | -14.9% | -0.5% | -14.4% | -14.5% |
| 3M | -5.4% | -0.9% | -4.5% | -4.6% |
| 6M | -18.9% | -1.9% | -16.9% | -17.3% |
| YTD | -27.2% | -1.0% | -26.3% | -26.5% |
| 1Y | -34.2% | +0.2% | -34.5% | -34.3% |
| 3Y | +0.6% | +19.0% | -18.4% | -13.9% |
| 5Y | -43.5% | +3.1% | -46.5% | -47.4% |
| 10Y | -20.6% | +29.8% | -50.3% | -32.5% |
| All | -20.6% | +29.2% | -49.8% | -32.5% |
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