+124.0%
KEY vs VICR
+201.6%
-77.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.1% |
| 7D | +2.7% | +9.8% | -7.1% | +1.6% |
| 30D | -3.2% | -12.6% | +9.4% | -1.9% |
| 3M | +1.0% | -29.7% | +30.7% | +3.6% |
| 6M | +11.9% | +18.8% | -7.0% | +3.6% |
| YTD | +8.7% | +76.4% | -67.7% | -6.2% |
| 1Y | +18.5% | +282.4% | -263.9% | -11.7% |
| 3Y | +124.0% | +206.2% | -82.2% | +63.3% |
| All | +124.0% | +201.6% | -77.7% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling