+2.8%
KDP vs VIK
+225.3%
-222.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -1.3% |
| 7D | -1.6% | -0.8% | -0.8% | -1.5% |
| 30D | +9.5% | -18.0% | +27.5% | +10.2% |
| 3M | +2.6% | -5.8% | +8.4% | +2.8% |
| 6M | +15.6% | +17.2% | -1.5% | +14.9% |
| YTD | +17.3% | +19.1% | -1.8% | +16.5% |
| 1Y | +20.1% | +33.6% | -13.5% | +19.0% |
| All | +2.8% | +225.3% | -222.5% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 10y: compounded portfolio wealth divided by compounded VIK 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…
10y analysis · Full analysis span regression · 6 months rolling