+12.2%
KWEB vs VCIT
+51.5%
-39.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -7.8% | -1.4% | -6.4% | -6.8% |
| 30D | -6.4% | +0.6% | -7.0% | -6.8% |
| 3M | -14.6% | -2.2% | -12.4% | -13.1% |
| 6M | -25.0% | -2.3% | -22.7% | -23.7% |
| YTD | -32.7% | -2.2% | -30.5% | -31.5% |
| 1Y | -37.3% | -1.4% | -36.0% | -36.6% |
| 3Y | -5.9% | +18.7% | -24.7% | -16.1% |
| 5Y | -47.1% | +3.6% | -50.7% | -50.8% |
| 10Y | -22.3% | +30.4% | -52.7% | -25.3% |
| All | +12.2% | +51.5% | -39.2% | +9.7% |
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