+13.8%
KMB vs VICR
+1,501.2%
-1,487.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +2.9% | -0.2% |
| 7D | -7.7% | -0.4% | -7.3% | -7.7% |
| 30D | -8.2% | -15.6% | +7.4% | -8.0% |
| 3M | -1.9% | -35.4% | +33.5% | -1.5% |
| 6M | -0.7% | +1.3% | -1.9% | -1.8% |
| YTD | +1.4% | +62.5% | -61.1% | -1.2% |
| 1Y | -19.1% | +255.5% | -274.6% | -23.2% |
| 3Y | -12.6% | +182.0% | -194.6% | -17.6% |
| 5Y | -12.7% | +42.9% | -55.6% | -16.9% |
| All | +13.8% | +1,501.2% | -1,487.3% | -12.4% |
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