+17.4%
KRMN vs VICR
+311.9%
-294.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +11.2% | -8.6% | +0.6% |
| 7D | -11.8% | +5.0% | -16.7% | -12.5% |
| 30D | -43.0% | -12.5% | -30.5% | -41.8% |
| 3M | -28.8% | -33.6% | +4.8% | -25.5% |
| 6M | -66.3% | +10.7% | -77.0% | -69.3% |
| YTD | -51.8% | +80.6% | -132.4% | -59.8% |
| 1Y | -44.7% | +288.4% | -333.1% | -58.7% |
| All | +17.4% | +311.9% | -294.5% | -15.1% |
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