+99.5%
KEY vs VICR
+1,071.4%
-971.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.2% |
| 7D | -0.5% | +5.7% | -6.2% | -1.8% |
| 30D | +6.7% | -35.2% | +41.9% | +13.5% |
| 3M | -4.6% | -20.3% | +15.7% | -3.9% |
| 6M | +2.6% | -46.3% | +48.9% | +7.8% |
| YTD | +7.0% | +53.4% | -46.4% | -12.5% |
| 1Y | +23.5% | +81.6% | -58.1% | -2.7% |
| 3Y | +126.4% | +360.5% | -234.2% | +32.8% |
| 5Y | +13.0% | +4.4% | +8.6% | -15.9% |
| 10Y | +99.5% | +1,055.3% | -955.8% | -18.7% |
| All | +99.5% | +1,071.4% | -971.9% | -18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling