+17.8%
KWEB vs VCIT
+52.1%
-34.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.5% |
| 7D | +3.4% | +0.1% | +3.2% | +3.3% |
| 30D | -3.5% | +1.1% | -4.6% | -4.3% |
| 3M | -17.4% | -1.4% | -16.0% | -16.6% |
| 6M | -18.6% | -2.3% | -16.3% | -17.2% |
| YTD | -29.3% | -1.8% | -27.5% | -28.3% |
| 1Y | -35.9% | -1.0% | -34.9% | -35.4% |
| 3Y | -0.1% | +19.3% | -19.3% | -11.2% |
| 5Y | -41.2% | +3.8% | -45.0% | -45.4% |
| 10Y | -18.9% | +30.6% | -49.5% | -22.4% |
| All | +17.8% | +52.1% | -34.3% | +14.7% |
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