+13.9%
KEY vs VICR
+3.5%
+10.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | +0.5% | -9.7% | +10.2% | +1.5% |
| 30D | +6.9% | -39.2% | +46.1% | +12.9% |
| 3M | -5.0% | -22.6% | +17.6% | -4.1% |
| 6M | +0.7% | -37.0% | +37.7% | +1.6% |
| YTD | +6.5% | +47.5% | -41.1% | -8.7% |
| 1Y | +22.6% | +75.0% | -52.4% | +2.0% |
| 3Y | +125.3% | +343.0% | -217.6% | +48.4% |
| 5Y | +13.9% | +3.9% | +10.0% | -21.9% |
| All | +13.9% | +3.5% | +10.4% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling