+294.5%
KEEL vs VIVK
-100.0%
+394.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -7.4% | +11.2% | +3.8% |
| 7D | +2.9% | -4.4% | +7.3% | +2.9% |
| 30D | +0.8% | -40.8% | +41.7% | +0.7% |
| 3M | -35.3% | -94.1% | +58.8% | -35.4% |
| 6M | +59.4% | -98.2% | +157.6% | +59.2% |
| YTD | +51.9% | -98.0% | +149.9% | +51.6% |
| 1Y | +75.0% | -100.0% | +175.0% | +73.4% |
| 3Y | +224.5% | -100.0% | +324.5% | +222.5% |
| 5Y | -35.9% | -100.0% | +64.1% | -36.3% |
| All | +294.5% | -100.0% | +394.5% | +301.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling