+51.3%
KO vs VIK
+221.3%
-170.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.3% |
| 7D | -1.1% | -1.8% | +0.7% | -1.1% |
| 30D | +1.6% | -17.3% | +18.8% | +1.7% |
| 3M | +5.8% | -5.1% | +10.8% | +5.7% |
| 6M | +14.3% | +16.2% | -1.9% | +13.9% |
| YTD | +27.3% | +17.6% | +9.7% | +26.9% |
| 1Y | +33.2% | +33.5% | -0.3% | +32.6% |
| All | +51.3% | +221.3% | -170.0% | +50.5% |
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