+660.5%
KGC vs VICR
+1,679.8%
-1,019.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.2% | -10.5% | -0.3% |
| 7D | -5.6% | +5.0% | -10.6% | -6.1% |
| 30D | +6.1% | -12.5% | +18.6% | +7.1% |
| 3M | +17.3% | -33.6% | +50.9% | +20.4% |
| 6M | -10.3% | +10.7% | -21.0% | -13.0% |
| YTD | +3.9% | +80.6% | -76.7% | -3.4% |
| 1Y | +25.7% | +288.4% | -262.6% | +9.7% |
| 3Y | +526.0% | +213.8% | +312.2% | +436.0% |
| 5Y | +455.5% | +58.8% | +396.6% | +379.8% |
| All | +660.5% | +1,679.8% | -1,019.2% | +533.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling