+96.0%
KEYS vs VIVK
-100.0%
+196.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -12.3% | +13.7% | +1.5% |
| 7D | +2.3% | -1.4% | +3.6% | +2.3% |
| 30D | -2.6% | -43.6% | +41.0% | -2.4% |
| 3M | -4.6% | -95.1% | +90.5% | -3.3% |
| 6M | +8.7% | -98.2% | +106.9% | +10.5% |
| YTD | +61.0% | -97.9% | +159.0% | +62.4% |
| 1Y | +96.0% | -100.0% | +196.0% | +108.0% |
| All | +96.0% | -100.0% | +196.0% | +108.0% |
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