-12.8%
KMB vs VIVK
-100.0%
+87.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.3% | +2.2% | -4.1% |
| 7D | -8.6% | -7.9% | -0.7% | -8.6% |
| 30D | -7.5% | -42.0% | +34.4% | -7.4% |
| 3M | -0.6% | -92.5% | +91.9% | +0.1% |
| 6M | -1.5% | -98.0% | +96.5% | -0.4% |
| YTD | +1.6% | -97.9% | +99.5% | +2.4% |
| 1Y | -20.8% | -100.0% | +79.2% | -18.3% |
| All | -12.8% | -100.0% | +87.2% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling