+1,267.4%
KDP vs VICR
+1,271.3%
-3.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +2.9% |
| 7D | -0.8% | +8.3% | -9.1% | -1.5% |
| 30D | +9.7% | -35.2% | +44.9% | +12.8% |
| 3M | +17.6% | -29.8% | +47.4% | +19.2% |
| 6M | +25.8% | -48.6% | +74.3% | +29.2% |
| YTD | +33.9% | +45.1% | -11.2% | +22.6% |
| 1Y | +38.9% | +79.6% | -40.7% | +24.4% |
| 3Y | +26.8% | +335.4% | -308.6% | -1.2% |
| 5Y | +16.3% | -1.0% | +17.4% | +1.0% |
| 10Y | +248.1% | +993.1% | -745.0% | +100.4% |
| All | +1,267.4% | +1,271.3% | -3.9% | +570.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling