+274.4%
KLAC vs VICR
+209.3%
+65.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.2% | -9.2% | -1.5% |
| 7D | -2.7% | +5.0% | -7.6% | -4.3% |
| 30D | -13.2% | -12.5% | -0.7% | -10.0% |
| 3M | -25.0% | -33.6% | +8.6% | -15.4% |
| 6M | +23.6% | +10.7% | +12.9% | +18.7% |
| YTD | +49.2% | +80.6% | -31.4% | +26.7% |
| 1Y | +89.3% | +288.4% | -199.0% | +30.8% |
| 3Y | +274.4% | +213.8% | +60.6% | +153.2% |
| All | +274.4% | +209.3% | +65.1% | +153.2% |
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 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