-43.5%
KWEB vs VCIT
+3.3%
-46.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.4% |
| 3M | -5.4% | -0.9% | -4.5% | -4.4% |
| 6M | -18.9% | -1.9% | -16.9% | -16.9% |
| YTD | -27.2% | -1.0% | -26.3% | -26.3% |
| 1Y | -34.2% | +0.2% | -34.5% | -34.3% |
| 3Y | +0.6% | +19.0% | -18.4% | -17.8% |
| 5Y | -43.5% | +3.1% | -46.5% | -59.9% |
| All | -43.5% | +3.3% | -46.7% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling