+8.0%
KMX vs VICR
+1,679.8%
-1,671.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.2% | -9.8% | -0.6% |
| 7D | -3.1% | +5.0% | -8.1% | -4.0% |
| 30D | +4.4% | -12.5% | +16.9% | +6.1% |
| 3M | +18.9% | -33.6% | +52.5% | +24.5% |
| 6M | +44.3% | +10.7% | +33.6% | +33.1% |
| YTD | +58.7% | +80.6% | -21.9% | +31.3% |
| 1Y | +0.1% | +288.4% | -288.2% | -29.9% |
| 3Y | -24.4% | +213.8% | -238.2% | -48.9% |
| 5Y | -54.4% | +58.8% | -113.3% | -67.7% |
| All | +8.0% | +1,679.8% | -1,671.8% | -56.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling