+31.2%
VCIT vs KEY
+96.4%
-65.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -1.4% | +2.9% | -4.4% | -1.5% |
| 30D | +0.6% | +8.4% | -7.9% | +0.4% |
| 3M | -2.2% | -5.8% | +3.5% | -2.2% |
| 6M | -2.3% | +5.4% | -7.8% | -2.4% |
| YTD | -2.2% | +7.1% | -9.2% | -2.3% |
| 1Y | -1.4% | +26.8% | -28.2% | -1.7% |
| 3Y | +18.7% | +128.7% | -109.9% | +17.2% |
| 5Y | +3.6% | +13.6% | -10.1% | +2.8% |
| All | +31.2% | +96.4% | -65.2% | +29.3% |
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