-19.1%
KMB vs VIK
+31.2%
-50.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -7.7% | -1.8% | -5.8% | -7.5% |
| 30D | -8.2% | -17.3% | +9.1% | -6.3% |
| 3M | -1.9% | -5.1% | +3.2% | -1.7% |
| 6M | -0.7% | +16.2% | -16.9% | -3.0% |
| YTD | +1.4% | +17.6% | -16.3% | -1.3% |
| 1Y | -19.1% | +33.5% | -52.6% | -23.3% |
| All | -19.1% | +31.2% | -50.4% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling