+294.5%
KEEL vs VICR
+580.6%
-286.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +11.2% | -7.4% | -1.6% |
| 7D | +2.9% | +5.0% | -2.1% | +0.3% |
| 30D | +0.8% | -12.5% | +13.3% | +7.1% |
| 3M | -35.3% | -33.6% | -1.7% | -21.8% |
| 6M | +59.4% | +10.7% | +48.7% | +45.7% |
| YTD | +51.9% | +80.6% | -28.7% | +8.3% |
| 1Y | +75.0% | +288.4% | -213.4% | -18.6% |
| 3Y | +224.5% | +213.8% | +10.8% | +47.8% |
| 5Y | -35.9% | +58.8% | -94.8% | -63.6% |
| All | +294.5% | +580.6% | -286.1% | +32.8% |
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