+177.6%
KEEL vs VIVK
-100.0%
+277.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -12.3% | +15.9% | +3.6% |
| 7D | +7.8% | -1.4% | +9.1% | +7.8% |
| 30D | -11.7% | -43.6% | +31.9% | -11.6% |
| 3M | -41.5% | -95.1% | +53.6% | -39.6% |
| 6M | +54.9% | -98.2% | +153.1% | +60.4% |
| YTD | +47.7% | -97.9% | +145.6% | +50.0% |
| 1Y | +177.6% | -100.0% | +277.6% | +209.2% |
| All | +177.6% | -100.0% | +277.6% | +209.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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