+65.9%
KEY vs VIK
+236.8%
-170.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.7% |
| 7D | +2.7% | +3.6% | -0.9% | +1.4% |
| 30D | -3.2% | -16.7% | +13.5% | +3.3% |
| 3M | +1.0% | -1.1% | +2.0% | +0.5% |
| 6M | +11.9% | +27.8% | -16.0% | -1.2% |
| YTD | +8.7% | +23.3% | -14.6% | -2.9% |
| 1Y | +18.5% | +38.2% | -19.7% | 0.0% |
| All | +65.9% | +236.8% | -170.9% | +2.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling