+1,100.0%
KEY vs VICR
+10,303.5%
-9,203.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | +0.5% | -9.7% | +10.2% | +1.9% |
| 30D | +6.9% | -39.2% | +46.1% | +15.2% |
| 3M | -5.0% | -22.6% | +17.6% | -3.7% |
| 6M | +0.7% | -37.0% | +37.7% | +2.2% |
| YTD | +6.5% | +47.5% | -41.1% | -10.6% |
| 1Y | +22.6% | +75.0% | -52.4% | -0.6% |
| 3Y | +125.3% | +343.0% | -217.6% | +41.2% |
| 5Y | +13.9% | +3.9% | +10.0% | -14.1% |
| 10Y | +105.3% | +1,034.6% | -929.3% | -9.6% |
| All | +1,100.0% | +10,303.5% | -9,203.5% | +278.6% |
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