+44.2%
KGC vs VIVK
-100.0%
+144.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -12.3% | +10.0% | -2.2% |
| 7D | -1.3% | -1.4% | +0.1% | -1.3% |
| 30D | +20.3% | -43.6% | +63.9% | +20.6% |
| 3M | +8.1% | -95.1% | +103.2% | +10.3% |
| 6M | -8.8% | -98.2% | +89.4% | -6.5% |
| YTD | +10.1% | -97.9% | +108.0% | +13.0% |
| 1Y | +44.2% | -100.0% | +144.2% | +61.3% |
| All | +44.2% | -100.0% | +144.2% | +61.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling