+98.0%
VCIT vs KEY
+550.5%
-452.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -0.3% | +2.2% | -2.5% | -0.3% |
| 30D | -0.8% | -3.0% | +2.3% | -0.8% |
| 3M | -1.0% | +3.3% | -4.3% | -1.0% |
| 6M | -1.8% | +9.2% | -11.0% | -1.8% |
| YTD | -0.7% | +10.6% | -11.3% | -0.7% |
| 1Y | +1.0% | +20.4% | -19.4% | +1.0% |
| 3Y | +18.8% | +121.8% | -103.0% | +18.9% |
| 5Y | +3.5% | +41.1% | -37.6% | +3.4% |
| 10Y | +29.2% | +168.5% | -139.3% | +31.1% |
| All | +98.0% | +550.5% | -452.5% | +104.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling