+128.4%
KEYS vs VIK
+225.3%
-97.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +0.7% |
| 7D | +2.9% | -0.8% | +3.7% | +3.3% |
| 30D | -1.3% | -18.0% | +16.7% | +6.9% |
| 3M | -0.1% | -5.8% | +5.7% | +2.1% |
| 6M | +17.4% | +17.2% | +0.2% | +7.9% |
| YTD | +62.9% | +19.1% | +43.8% | +48.0% |
| 1Y | +95.7% | +33.6% | +62.1% | +68.8% |
| All | +128.4% | +225.3% | -97.0% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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