-50.1%
KVYO vs VICR
+232.4%
-282.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.2% | -9.7% | +0.5% |
| 7D | -12.1% | +5.0% | -17.1% | -12.5% |
| 30D | -5.2% | -12.5% | +7.3% | -4.4% |
| 3M | +14.5% | -33.6% | +48.1% | +16.7% |
| 6M | -17.6% | +10.7% | -28.3% | -25.4% |
| YTD | -49.6% | +80.6% | -130.2% | -59.7% |
| 1Y | -48.6% | +288.4% | -336.9% | -66.5% |
| All | -50.1% | +232.4% | -282.5% | -68.9% |
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