+100.6%
KEEL vs VIK
+225.1%
-124.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +2.8% |
| 7D | +2.9% | -0.9% | +3.8% | +3.8% |
| 30D | +0.8% | -18.4% | +19.3% | +18.1% |
| 3M | -35.3% | -8.8% | -26.6% | -30.5% |
| 6M | +59.4% | +17.1% | +42.2% | +39.9% |
| YTD | +51.9% | +19.0% | +32.9% | +30.7% |
| 1Y | +75.0% | +30.1% | +44.9% | +39.0% |
| All | +100.6% | +225.1% | -124.5% | -20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling