+1,147.2%
KEY vs VICR
+12,032.4%
-10,885.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.2% | -0.8% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | -3.0% | -13.9% | +10.9% | -0.7% |
| 3M | +3.3% | -38.4% | +41.7% | +10.3% |
| 6M | +9.2% | -7.2% | +16.4% | +4.3% |
| YTD | +10.6% | +72.0% | -61.4% | -7.0% |
| 1Y | +20.4% | +263.3% | -242.9% | -14.2% |
| 3Y | +121.8% | +173.3% | -51.4% | +56.0% |
| 5Y | +41.1% | +47.3% | -6.2% | +2.4% |
| 10Y | +168.5% | +1,495.2% | -1,326.6% | +14.3% |
| All | +1,147.2% | +12,032.4% | -10,885.3% | +293.9% |
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 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