+539.8%
KGC vs VICR
+12,032.5%
-11,492.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.5% | -7.8% | -2.6% |
| 7D | -1.3% | +0.4% | -1.7% | -1.3% |
| 30D | +20.3% | -13.9% | +34.2% | +21.0% |
| 3M | +8.1% | -38.4% | +46.5% | +10.2% |
| 6M | -8.8% | -7.2% | -1.6% | -9.4% |
| YTD | +10.1% | +72.0% | -62.0% | +5.9% |
| 1Y | +44.2% | +263.3% | -219.1% | +33.7% |
| 3Y | +533.0% | +173.3% | +359.8% | +483.3% |
| 5Y | +443.0% | +47.3% | +395.7% | +402.5% |
| 10Y | +678.6% | +1,495.2% | -816.6% | +551.4% |
| All | +539.8% | +12,032.5% | -11,492.6% | +396.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling