+0.1%
KMB vs VICR
+352.1%
-352.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.6% |
| 7D | -3.0% | +21.9% | -24.9% | -2.1% |
| 30D | +9.1% | -38.4% | +47.4% | +7.4% |
| 3M | -0.4% | -27.2% | +26.8% | -1.2% |
| 6M | +13.0% | -43.7% | +56.7% | +11.5% |
| YTD | +10.3% | +50.3% | -39.9% | +12.2% |
| 1Y | +8.2% | +74.6% | -66.3% | +10.5% |
| All | +0.1% | +352.1% | -352.0% | +3.0% |
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 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