+114.2%
KMI vs VICR
+209.3%
-95.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.2% | -11.4% | -0.7% |
| 7D | -1.7% | +5.0% | -6.7% | -1.9% |
| 30D | -2.7% | -12.5% | +9.7% | -2.4% |
| 3M | -0.7% | -33.6% | +32.9% | +0.2% |
| 6M | -5.0% | +10.7% | -15.6% | -7.4% |
| YTD | +15.5% | +80.6% | -65.1% | +8.9% |
| 1Y | +16.4% | +288.4% | -271.9% | +3.6% |
| 3Y | +114.2% | +213.8% | -99.6% | +93.7% |
| All | +114.2% | +209.3% | -95.1% | +93.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling