+2,090.5%
KMB vs VICR
+10,134.2%
-8,043.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.4% | +5.5% | +2.3% |
| 7D | +0.9% | +8.3% | -7.4% | +0.5% |
| 30D | +10.1% | -35.2% | +45.3% | +11.9% |
| 3M | 0.0% | -29.8% | +29.9% | +0.8% |
| 6M | +15.7% | -48.6% | +64.3% | +17.4% |
| YTD | +12.6% | +45.1% | -32.5% | +6.7% |
| 1Y | +10.1% | +79.6% | -69.4% | +3.0% |
| 3Y | +2.1% | +335.4% | -333.2% | -12.2% |
| 5Y | -0.7% | -1.0% | +0.4% | -9.5% |
| 10Y | +38.5% | +993.1% | -954.6% | +2.2% |
| All | +2,090.5% | +10,134.2% | -8,043.8% | +1,052.6% |
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 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