+225.9%
KGC vs VIK
+243.7%
-17.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -6.7% | +2.7% | -9.4% | -7.2% |
| 30D | -6.7% | +8.8% | -15.5% | -8.4% |
| 3M | -22.6% | -15.3% | -7.3% | -20.1% |
| 6M | -33.4% | +9.4% | -42.8% | -35.4% |
| YTD | -26.0% | +25.9% | -51.8% | -30.4% |
| 1Y | -18.3% | +51.0% | -69.3% | -25.5% |
| All | +225.9% | +243.7% | -17.7% | +148.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling