+40.8%
KEY vs VIVK
-100.0%
+140.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.7% | -9.4% | -1.9% |
| 7D | +2.7% | +13.1% | -10.3% | +2.5% |
| 30D | -3.2% | -29.7% | +26.4% | -2.9% |
| 3M | +1.0% | -93.0% | +93.9% | +3.7% |
| 6M | +11.9% | -98.0% | +109.8% | +15.9% |
| YTD | +8.7% | -97.8% | +106.5% | +11.1% |
| 1Y | +18.5% | -100.0% | +118.4% | +29.8% |
| 3Y | +124.0% | -100.0% | +223.9% | +140.1% |
| 5Y | +40.8% | -100.0% | +140.8% | +55.3% |
| All | +40.8% | -100.0% | +140.8% | +55.3% |
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