+433.3%
KLAC vs VICR
+57.6%
+375.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.2% | -9.2% | -1.3% |
| 7D | -2.7% | +5.0% | -7.6% | -4.2% |
| 30D | -13.2% | -12.5% | -0.7% | -10.2% |
| 3M | -25.0% | -33.6% | +8.6% | -16.0% |
| 6M | +23.6% | +10.7% | +12.9% | +17.9% |
| YTD | +49.2% | +80.6% | -31.4% | +25.1% |
| 1Y | +89.3% | +288.4% | -199.0% | +27.8% |
| 3Y | +274.4% | +213.8% | +60.6% | +144.6% |
| All | +433.3% | +57.6% | +375.6% | +280.3% |
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