-2.7%
KMB vs VICR
+1.5%
-4.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.6% |
| 7D | -3.0% | +21.9% | -24.9% | -2.6% |
| 30D | +9.1% | -38.4% | +47.4% | +8.3% |
| 3M | -0.4% | -27.2% | +26.8% | -0.8% |
| 6M | +13.0% | -43.7% | +56.7% | +12.3% |
| YTD | +10.3% | +50.3% | -39.9% | +10.1% |
| 1Y | +8.2% | +74.6% | -66.3% | +8.0% |
| 3Y | +0.4% | +351.2% | -350.8% | -0.9% |
| 5Y | -2.7% | +2.5% | -5.2% | -5.6% |
| All | -2.7% | +1.5% | -4.2% | -5.6% |
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