+96.0%
KEYS vs VICR
+272.1%
-176.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.1% | 0.0% |
| 7D | +2.3% | +0.4% | +1.8% | +2.1% |
| 30D | -2.6% | -13.9% | +11.3% | +0.9% |
| 3M | -4.6% | -38.4% | +33.8% | +6.0% |
| 6M | +8.7% | -7.2% | +15.9% | +6.2% |
| YTD | +61.0% | +72.0% | -11.0% | +44.4% |
| 1Y | +96.0% | +263.3% | -167.3% | +58.6% |
| All | +96.0% | +272.1% | -176.1% | +58.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling