+524.9%
KGC vs VICR
+12,339.4%
-11,814.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.5% | -4.9% | -2.5% |
| 7D | +2.4% | +9.8% | -7.4% | +1.9% |
| 30D | +9.2% | -12.6% | +21.8% | +9.8% |
| 3M | +16.7% | -29.7% | +46.4% | +18.2% |
| 6M | -7.0% | +18.8% | -25.8% | -8.8% |
| YTD | +7.5% | +76.4% | -68.9% | +3.3% |
| 1Y | +34.4% | +282.4% | -248.0% | +24.2% |
| 3Y | +552.0% | +206.2% | +345.8% | +497.6% |
| 5Y | +454.5% | +53.9% | +400.6% | +412.1% |
| 10Y | +658.7% | +1,572.3% | -913.6% | +533.5% |
| All | +524.9% | +12,339.4% | -11,814.5% | +383.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling