+224.5%
KEEL vs VIVK
-100.0%
+324.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -7.4% | +11.2% | +3.7% |
| 7D | +2.9% | -4.4% | +7.3% | +2.9% |
| 30D | +0.8% | -40.8% | +41.7% | +0.5% |
| 3M | -35.3% | -94.1% | +58.8% | -35.5% |
| 6M | +59.4% | -98.2% | +157.6% | +58.9% |
| YTD | +51.9% | -98.0% | +149.9% | +51.1% |
| 1Y | +75.0% | -100.0% | +175.0% | +68.8% |
| 3Y | +224.5% | -100.0% | +324.5% | +225.9% |
| All | +224.5% | -100.0% | +324.5% | +225.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling