+31.2%
VCIT vs KEY
+121.9%
-90.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | 0.0% |
| 7D | +0.7% | -0.4% | +1.1% | +0.7% |
| 30D | +1.8% | +7.2% | -5.4% | +1.7% |
| 3M | -1.1% | -4.9% | +3.8% | -1.1% |
| 6M | -1.7% | +1.1% | -2.7% | -1.7% |
| YTD | -1.1% | +6.8% | -8.0% | -1.3% |
| 1Y | -0.4% | +23.3% | -23.7% | -0.7% |
| 3Y | +20.5% | +126.1% | -105.6% | +18.9% |
| 5Y | +3.8% | +15.2% | -11.4% | +2.9% |
| 10Y | +31.2% | +113.6% | -82.4% | +30.9% |
| All | +31.2% | +121.9% | -90.7% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling