+1,052.7%
KEYS vs VIVK
-100.0%
+1,152.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.6% |
| 7D | +0.9% | -9.5% | +10.4% | +1.0% |
| 30D | -5.3% | -35.1% | +29.9% | -5.0% |
| 3M | +0.5% | -93.4% | +93.9% | +1.8% |
| 6M | +14.0% | -98.0% | +112.0% | +15.8% |
| YTD | +60.3% | -97.9% | +158.1% | +62.1% |
| 1Y | +91.3% | -100.0% | +191.3% | +97.4% |
| 3Y | +146.1% | -100.0% | +246.1% | +152.8% |
| 5Y | +80.8% | -100.0% | +180.8% | +85.7% |
| 10Y | +1,002.8% | -100.0% | +1,102.8% | +980.5% |
| All | +1,052.7% | -100.0% | +1,152.7% | +1,031.2% |
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