+23.5%
KEY vs VICR
+82.5%
-59.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | +0.3% |
| 7D | -0.5% | +5.7% | -6.2% | -0.9% |
| 30D | +6.7% | -35.2% | +41.9% | +8.5% |
| 3M | -4.6% | -20.3% | +15.7% | -4.5% |
| 6M | +2.6% | -46.3% | +48.9% | +3.9% |
| YTD | +7.0% | +53.4% | -46.4% | -7.0% |
| 1Y | +23.5% | +81.6% | -58.1% | +3.3% |
| All | +23.5% | +82.5% | -59.0% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling