-1.9%
KWEB vs VICR
+209.3%
-211.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.2% | -10.5% | -0.6% |
| 7D | -5.6% | +5.0% | -10.5% | -6.2% |
| 30D | -10.7% | -12.5% | +1.8% | -9.6% |
| 3M | -7.4% | -33.6% | +26.2% | -4.3% |
| 6M | -19.3% | +10.7% | -30.0% | -23.7% |
| YTD | -27.8% | +80.6% | -108.3% | -36.9% |
| 1Y | -35.9% | +288.4% | -324.3% | -50.8% |
| 3Y | -1.9% | +213.8% | -215.7% | -24.8% |
| All | -1.9% | +209.3% | -211.2% | -24.8% |
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