+182.3%
VICR vs KIM
+43.4%
+138.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.5% |
| 7D | -0.4% | -1.5% | +1.1% | +0.5% |
| 30D | -15.6% | -1.7% | -13.9% | -14.8% |
| 3M | -35.4% | -7.1% | -28.2% | -33.5% |
| 6M | +1.3% | +2.9% | -1.6% | -2.6% |
| YTD | +62.5% | +18.8% | +43.6% | +41.3% |
| 1Y | +255.5% | +9.4% | +246.0% | +227.7% |
| All | +182.3% | +43.4% | +138.9% | +97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling