+451.7%
KGC vs VICR
+42.6%
+409.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.2% | -1.1% | -4.0% |
| 7D | -8.4% | -0.4% | -8.0% | -8.4% |
| 30D | +6.3% | -15.6% | +21.9% | +7.8% |
| 3M | +22.4% | -35.4% | +57.8% | +26.3% |
| 6M | -11.4% | +1.3% | -12.7% | -13.7% |
| YTD | +3.1% | +62.5% | -59.3% | -4.0% |
| 1Y | +26.6% | +255.5% | -228.8% | +9.7% |
| 3Y | +525.6% | +182.0% | +343.6% | +430.5% |
| 5Y | +451.7% | +42.9% | +408.7% | +387.0% |
| All | +451.7% | +42.6% | +409.1% | +387.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling