+18.9%
VCIT vs KEEL
+61.2%
-42.2%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.8% | +5.1% | -0.6% |
| 7D | -1.4% | +18.2% | -19.6% | -1.5% |
| 30D | +0.8% | -32.1% | +32.9% | +1.1% |
| 3M | -1.7% | -44.9% | +43.2% | -1.4% |
| 6M | -2.1% | -52.1% | +50.0% | -1.7% |
| YTD | -2.0% | -17.0% | +15.0% | -2.2% |
| 1Y | -1.5% | -38.5% | +37.0% | -1.5% |
| All | +18.9% | +61.2% | -42.2% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 3y: compounded portfolio wealth divided by compounded KEEL 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…
3y analysis · Full analysis span regression · 6 months rolling