+29.6%
KEY vs VIVK
-100.0%
+129.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -27.5% | +29.0% | +1.5% |
| 7D | +1.7% | -68.7% | +70.3% | +1.6% |
| 30D | +6.8% | -90.0% | +96.8% | +6.5% |
| 3M | -5.8% | -98.1% | +92.2% | -6.4% |
| 6M | +1.4% | -99.9% | +101.4% | +1.1% |
| YTD | +7.5% | -99.9% | +107.4% | +6.8% |
| 1Y | +29.6% | -100.0% | +129.6% | +39.0% |
| All | +29.6% | -100.0% | +129.6% | +39.0% |
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