+42.9%
VICR vs KIM
+35.1%
+7.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.3% |
| 7D | -0.4% | -1.5% | +1.1% | +0.8% |
| 30D | -15.6% | -1.7% | -13.9% | -14.6% |
| 3M | -35.4% | -7.1% | -28.2% | -32.8% |
| 6M | +1.3% | +2.9% | -1.6% | -2.9% |
| YTD | +62.5% | +18.8% | +43.6% | +37.9% |
| 1Y | +255.5% | +9.4% | +246.0% | +222.5% |
| 3Y | +182.0% | +44.6% | +137.4% | +95.7% |
| 5Y | +42.9% | +37.9% | +5.0% | +6.1% |
| All | +42.9% | +35.1% | +7.8% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling