+18.4%
KEY vs VIVK
-100.0%
+118.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +6.1% | -0.3% |
| 7D | -0.3% | -7.9% | +7.6% | -0.3% |
| 30D | -3.3% | -42.0% | +38.7% | -3.4% |
| 3M | -0.7% | -92.5% | +91.8% | -0.9% |
| 6M | +12.5% | -98.0% | +110.5% | +12.5% |
| YTD | +8.4% | -97.9% | +106.3% | +8.1% |
| 1Y | +18.4% | -100.0% | +118.4% | +18.9% |
| All | +18.4% | -100.0% | +118.4% | +18.9% |
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 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