+90.1%
KEYS vs VIVK
-100.0%
+190.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.4% | +11.4% | +4.0% |
| 7D | +3.5% | -4.4% | +7.9% | +3.5% |
| 30D | -4.5% | -40.8% | +36.3% | -4.3% |
| 3M | -0.4% | -94.1% | +93.7% | +0.4% |
| 6M | +19.1% | -98.2% | +117.3% | +20.4% |
| YTD | +66.7% | -98.0% | +164.7% | +67.7% |
| 1Y | +96.5% | -100.0% | +196.4% | +100.7% |
| 3Y | +155.2% | -100.0% | +255.1% | +159.1% |
| All | +90.1% | -100.0% | +190.1% | +91.3% |
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