+169.3%
KEY vs VIVK
-100.0%
+269.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +6.1% | -0.2% |
| 7D | -0.3% | -7.9% | +7.6% | -0.3% |
| 30D | -3.3% | -42.0% | +38.7% | -2.8% |
| 3M | -0.7% | -92.5% | +91.8% | +1.2% |
| 6M | +12.5% | -98.0% | +110.5% | +15.5% |
| YTD | +8.4% | -97.9% | +106.3% | +10.4% |
| 1Y | +18.4% | -100.0% | +118.4% | +25.3% |
| 3Y | +123.3% | -100.0% | +223.3% | +134.4% |
| 5Y | +38.8% | -100.0% | +138.8% | +46.0% |
| 10Y | +169.3% | -100.0% | +269.3% | +185.0% |
| All | +169.3% | -100.0% | +269.3% | +185.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling