+540.6%
KEY vs VIVK
-100.0%
+640.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -12.3% | +12.6% | +0.3% |
| 7D | +2.2% | -1.4% | +3.6% | +2.2% |
| 30D | -3.0% | -43.6% | +40.6% | -2.9% |
| 3M | +3.3% | -95.1% | +98.5% | +3.7% |
| 6M | +9.2% | -98.2% | +107.4% | +9.7% |
| YTD | +10.6% | -97.9% | +108.6% | +11.0% |
| 1Y | +20.4% | -100.0% | +120.4% | +21.4% |
| 3Y | +121.8% | -100.0% | +221.8% | +123.4% |
| 5Y | +41.1% | -100.0% | +141.1% | +42.2% |
| 10Y | +168.5% | -100.0% | +268.5% | +169.0% |
| All | +540.6% | -100.0% | +640.6% | +570.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling