-14.7%
KMB vs VIK
+228.1%
-242.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | -3.0% | -3.0% | 0.0% | -2.9% |
| 30D | -5.5% | -20.7% | +15.3% | -4.6% |
| 3M | +14.0% | -4.6% | +18.6% | +14.1% |
| 6M | +4.1% | +14.0% | -9.9% | +3.4% |
| YTD | +8.0% | +20.2% | -12.1% | +7.4% |
| 1Y | -13.7% | +36.0% | -49.8% | -14.5% |
| All | -14.7% | +228.1% | -242.8% | -15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling