+2,045.6%
KMB vs VICR
+10,497.2%
-8,451.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.4% |
| 7D | -3.0% | +21.9% | -24.9% | -4.0% |
| 30D | +9.1% | -38.4% | +47.4% | +11.2% |
| 3M | -0.4% | -27.2% | +26.8% | +0.2% |
| 6M | +13.0% | -43.7% | +56.7% | +14.1% |
| YTD | +10.3% | +50.3% | -39.9% | +4.4% |
| 1Y | +8.2% | +74.6% | -66.3% | +1.4% |
| 3Y | +0.4% | +351.2% | -350.8% | -13.9% |
| 5Y | -2.7% | +2.5% | -5.2% | -11.5% |
| 10Y | +35.7% | +1,031.9% | -996.2% | -0.1% |
| All | +2,045.6% | +10,497.2% | -8,451.5% | +1,027.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling