+93.2%
KMI vs VIK
+236.8%
-143.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.5% |
| 7D | -0.4% | +3.6% | -4.0% | -0.8% |
| 30D | +3.7% | -16.7% | +20.4% | +5.8% |
| 3M | +3.2% | -1.1% | +4.2% | +2.8% |
| 6M | -3.0% | +27.8% | -30.8% | -7.9% |
| YTD | +19.7% | +23.3% | -3.7% | +13.8% |
| 1Y | +25.6% | +38.2% | -12.6% | +16.0% |
| All | +93.2% | +236.8% | -143.7% | +49.3% |
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 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