-19.7%
KMB vs VIK
+225.3%
-245.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.7% | -4.0% |
| 7D | -8.6% | -0.8% | -7.8% | -8.6% |
| 30D | -7.5% | -18.0% | +10.5% | -6.8% |
| 3M | -0.6% | -5.8% | +5.2% | -0.5% |
| 6M | -1.5% | +17.2% | -18.7% | -2.1% |
| YTD | +1.6% | +19.1% | -17.5% | +1.0% |
| 1Y | -20.8% | +33.6% | -54.4% | -21.4% |
| All | -19.7% | +225.3% | -245.1% | -20.7% |
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