+26.8%
KDP vs VICR
+336.6%
-309.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +2.6% |
| 7D | -0.8% | +8.3% | -9.1% | -0.8% |
| 30D | +9.7% | -35.2% | +44.9% | +9.8% |
| 3M | +17.6% | -29.8% | +47.4% | +17.6% |
| 6M | +25.8% | -48.6% | +74.3% | +26.0% |
| YTD | +33.9% | +45.1% | -11.2% | +31.0% |
| 1Y | +38.9% | +79.6% | -40.7% | +35.4% |
| 3Y | +26.8% | +335.4% | -308.6% | +17.1% |
| All | +26.8% | +336.6% | -309.8% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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