+470.8%
KMX vs VICR
+1,154.8%
-684.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.5% |
| 7D | -1.9% | +1.3% | -3.1% | -2.2% |
| 30D | +2.6% | -11.9% | +14.5% | +4.4% |
| 3M | +25.6% | -35.1% | +60.7% | +33.0% |
| 6M | +41.9% | +8.1% | +33.7% | +30.8% |
| YTD | +56.0% | +67.8% | -11.7% | +29.4% |
| 1Y | -1.8% | +267.3% | -269.1% | -31.9% |
| 3Y | -25.7% | +191.2% | -216.9% | -50.1% |
| 5Y | -54.7% | +48.1% | -102.8% | -68.0% |
| 10Y | +9.2% | +1,546.1% | -1,536.9% | -58.4% |
| All | +470.8% | +1,154.8% | -684.0% | +36.0% |
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