+26.8%
KEY vs VICR
+70.3%
-43.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +0.8% |
| 7D | +2.9% | +8.3% | -5.4% | +2.5% |
| 30D | +8.4% | -35.2% | +43.6% | +10.2% |
| 3M | -5.8% | -29.8% | +24.1% | -5.0% |
| 6M | +5.4% | -48.6% | +54.0% | +7.0% |
| YTD | +7.1% | +45.1% | -38.1% | -6.4% |
| 1Y | +26.8% | +79.6% | -52.8% | +4.7% |
| All | +26.8% | +70.3% | -43.5% | +4.7% |
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 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