+80.0%
VICR vs KIM
+33.1%
+46.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.6% | -14.7% | -8.7% |
| 7D | -26.6% | +10.6% | -37.2% | -21.6% |
| 30D | -47.9% | +17.5% | -65.4% | -42.9% |
| 3M | -29.8% | +4.7% | -34.5% | -24.9% |
| 6M | -36.6% | +13.1% | -49.8% | -34.3% |
| YTD | +45.1% | +32.1% | +13.1% | +62.0% |
| 1Y | +80.0% | +32.7% | +47.4% | +100.9% |
| All | +80.0% | +33.1% | +46.9% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling