+4,264.7%
KO vs VICR
+12,634.7%
-8,370.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.2% | -10.6% | -0.1% |
| 7D | +0.2% | +5.0% | -4.7% | -0.1% |
| 30D | +1.8% | -12.5% | +14.3% | +2.4% |
| 3M | +7.7% | -33.6% | +41.3% | +9.3% |
| 6M | +15.3% | +10.7% | +4.6% | +12.1% |
| YTD | +28.0% | +80.6% | -52.6% | +20.0% |
| 1Y | +34.3% | +288.4% | -254.1% | +19.0% |
| 3Y | +63.8% | +213.8% | -150.0% | +42.8% |
| 5Y | +84.1% | +58.8% | +25.2% | +62.1% |
| 10Y | +185.4% | +1,671.8% | -1,486.4% | +100.2% |
| All | +4,264.7% | +12,634.7% | -8,370.0% | +1,727.2% |
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