-45.3%
KEEL vs VIK
+55.4%
-100.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.2% | -10.3% | -8.5% |
| 7D | -13.6% | +5.4% | -19.0% | -17.2% |
| 30D | -39.1% | +12.5% | -51.6% | -44.5% |
| 3M | -48.9% | -15.2% | -33.7% | -42.7% |
| 6M | -35.4% | +15.4% | -50.7% | -42.6% |
| YTD | -10.6% | +27.7% | -38.3% | -24.9% |
| 1Y | -45.3% | +59.7% | -105.0% | -50.5% |
| All | -45.3% | +55.4% | -100.8% | -50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling