-12.9%
KMB vs VICR
+46.6%
-59.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.8% | -4.2% |
| 7D | -8.6% | +1.3% | -9.9% | -8.6% |
| 30D | -7.5% | -11.9% | +4.4% | -7.7% |
| 3M | -0.6% | -35.1% | +34.5% | -1.1% |
| 6M | -1.5% | +8.1% | -9.7% | -1.9% |
| YTD | +1.6% | +67.8% | -66.2% | +1.4% |
| 1Y | -20.8% | +267.3% | -288.1% | -21.0% |
| 3Y | -12.4% | +191.2% | -203.6% | -12.7% |
| 5Y | -12.9% | +48.1% | -61.0% | -16.5% |
| All | -12.9% | +46.6% | -59.5% | -16.5% |
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