+41.4%
VCIT vs KEYS
+1,072.8%
-1,031.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | -0.3% | +2.3% | -2.6% | -0.4% |
| 30D | -0.8% | -2.6% | +1.9% | -0.7% |
| 3M | -1.0% | -4.6% | +3.6% | -1.0% |
| 6M | -1.8% | +8.7% | -10.6% | -2.2% |
| YTD | -0.7% | +61.0% | -61.7% | -2.2% |
| 1Y | +1.0% | +96.0% | -95.0% | -1.1% |
| 3Y | +18.8% | +144.4% | -125.6% | +15.3% |
| 5Y | +3.5% | +80.5% | -77.0% | +0.8% |
| 10Y | +29.2% | +974.9% | -945.7% | +26.8% |
| All | +41.4% | +1,072.8% | -1,031.4% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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