+13.0%
KEY vs VIVK
-100.0%
+113.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -14.3% | +14.8% | +0.7% |
| 7D | -0.5% | -48.0% | +47.5% | +0.1% |
| 30D | +6.7% | -88.4% | +95.2% | +9.2% |
| 3M | -4.6% | -98.7% | +94.1% | +0.2% |
| 6M | +2.6% | -100.0% | +102.5% | +12.1% |
| YTD | +7.0% | -100.0% | +106.9% | +14.5% |
| 1Y | +23.5% | -100.0% | +123.5% | +38.9% |
| 3Y | +126.4% | -100.0% | +226.4% | +154.1% |
| 5Y | +13.0% | -100.0% | +113.0% | +30.8% |
| All | +13.0% | -100.0% | +113.0% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling