+155.2%
KEYS vs VICR
+209.3%
-54.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +11.2% | -7.2% | +1.4% |
| 7D | +3.5% | +5.0% | -1.5% | +2.2% |
| 30D | -4.5% | -12.5% | +8.0% | -1.8% |
| 3M | -0.4% | -33.6% | +33.2% | +7.8% |
| 6M | +19.1% | +10.7% | +8.5% | +12.3% |
| YTD | +66.7% | +80.6% | -13.9% | +42.9% |
| 1Y | +96.5% | +288.4% | -191.9% | +43.4% |
| 3Y | +155.2% | +213.8% | -58.6% | +71.5% |
| All | +155.2% | +209.3% | -54.1% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling