+1,180.5%
VICR vs KIM
+3,080.3%
-1,899.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.9% | +2.2% |
| 7D | +9.8% | -0.3% | +10.2% | +10.0% |
| 30D | -12.6% | -1.7% | -10.9% | -11.9% |
| 3M | -29.7% | -0.8% | -28.9% | -30.2% |
| 6M | +18.8% | +4.4% | +14.4% | +15.4% |
| YTD | +76.4% | +21.2% | +55.1% | +58.6% |
| 1Y | +282.4% | +10.5% | +271.8% | +259.6% |
| 3Y | +206.2% | +47.5% | +158.7% | +149.9% |
| 5Y | +53.9% | +37.1% | +16.8% | +31.7% |
| 10Y | +1,572.3% | +29.5% | +1,542.8% | +1,160.0% |
| All | +1,180.5% | +3,080.3% | -1,899.8% | +235.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling