+27.5%
KWEB vs VCIT
+53.8%
-26.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -1.0% | -0.3% | -0.7% | -0.8% |
| 30D | -8.7% | -0.8% | -8.0% | -8.2% |
| 3M | -4.0% | -1.0% | -3.0% | -3.3% |
| 6M | -13.1% | -1.8% | -11.3% | -11.9% |
| YTD | -23.5% | -0.7% | -22.8% | -23.0% |
| 1Y | -27.2% | +1.0% | -28.1% | -27.6% |
| 3Y | -2.1% | +18.8% | -21.0% | -12.9% |
| 5Y | -40.8% | +3.5% | -44.3% | -45.3% |
| 10Y | -17.5% | +29.2% | -46.7% | -22.8% |
| All | +27.5% | +53.8% | -26.3% | +23.2% |
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