+1,099.4%
KEY vs VICR
+10,497.2%
-9,397.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.1% |
| 7D | +1.8% | +21.9% | -20.1% | -2.0% |
| 30D | +7.1% | -38.4% | +45.5% | +15.2% |
| 3M | -5.9% | -27.2% | +21.2% | -3.5% |
| 6M | +2.2% | -43.7% | +45.9% | +6.6% |
| YTD | +6.4% | +50.3% | -43.9% | -11.0% |
| 1Y | +24.8% | +74.6% | -49.8% | +1.2% |
| 3Y | +125.2% | +351.2% | -226.0% | +40.6% |
| 5Y | +13.0% | +2.5% | +10.5% | -14.6% |
| 10Y | +98.5% | +1,031.9% | -933.4% | -12.6% |
| All | +1,099.4% | +10,497.2% | -9,397.8% | +277.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling