+237.1%
KGC vs VIK
+244.4%
-7.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.5% | -0.8% |
| 7D | +0.2% | -1.2% | +1.5% | +0.4% |
| 30D | -8.8% | +11.5% | -20.3% | -11.1% |
| 3M | -21.1% | -11.3% | -9.8% | -19.5% |
| 6M | -32.3% | +11.3% | -43.6% | -34.6% |
| YTD | -23.5% | +26.1% | -49.6% | -28.0% |
| 1Y | -15.0% | +50.0% | -64.9% | -22.4% |
| All | +237.1% | +244.4% | -7.3% | +157.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling