+17.4%
KEYS vs VIVK
-98.0%
+115.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.3% | +5.6% | -0.8% |
| 7D | +2.9% | -7.9% | +10.8% | +2.9% |
| 30D | -1.3% | -42.0% | +40.6% | -1.8% |
| 3M | -0.1% | -92.5% | +92.4% | -2.7% |
| 6M | +17.4% | -98.0% | +115.4% | +14.7% |
| All | +17.4% | -98.0% | +115.4% | +14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling