+2,001.0%
KMB vs VICR
+12,032.4%
-10,031.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.5% | -7.1% | -1.9% |
| 7D | -3.0% | +0.4% | -3.5% | -3.1% |
| 30D | -5.5% | -13.9% | +8.5% | -4.9% |
| 3M | +14.0% | -38.4% | +52.4% | +15.9% |
| 6M | +4.1% | -7.2% | +11.3% | +2.5% |
| YTD | +8.0% | +72.0% | -64.0% | +2.4% |
| 1Y | -13.7% | +263.3% | -277.0% | -22.2% |
| 3Y | -5.9% | +173.3% | -179.2% | -16.1% |
| 5Y | -8.6% | +47.3% | -55.9% | -18.1% |
| 10Y | +17.3% | +1,495.2% | -1,477.9% | -14.8% |
| All | +2,001.0% | +12,032.4% | -10,031.5% | +1,005.8% |
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