+111.9%
KMI vs VICR
+1,053.8%
-941.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -1.3% |
| 7D | -1.8% | +1.3% | -3.0% | -1.9% |
| 30D | +0.1% | -11.9% | +12.0% | +1.1% |
| 3M | +1.2% | -35.1% | +36.3% | +4.2% |
| 6M | -3.9% | +8.1% | -12.1% | -8.3% |
| YTD | +17.5% | +67.8% | -50.2% | +5.7% |
| 1Y | +22.6% | +267.3% | -244.7% | -0.7% |
| 3Y | +116.3% | +191.2% | -74.9% | +71.7% |
| 5Y | +157.6% | +48.1% | +109.5% | +109.6% |
| 10Y | +136.6% | +1,546.1% | -1,409.5% | +23.6% |
| All | +111.9% | +1,053.8% | -941.9% | +10.9% |
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