+94.2%
KEY vs VICR
+978.3%
-884.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.2% |
| 7D | +2.9% | +8.3% | -5.4% | +1.4% |
| 30D | +8.4% | -35.2% | +43.6% | +15.3% |
| 3M | -5.8% | -29.8% | +24.1% | -2.8% |
| 6M | +5.4% | -48.6% | +54.0% | +11.8% |
| YTD | +7.1% | +45.1% | -38.1% | -11.6% |
| 1Y | +26.8% | +79.6% | -52.8% | -0.1% |
| 3Y | +128.7% | +335.4% | -206.7% | +35.3% |
| 5Y | +13.6% | -1.0% | +14.7% | -14.7% |
| All | +94.2% | +978.3% | -884.1% | -21.7% |
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