+50.8%
KO vs VIK
+225.3%
-174.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.9% |
| 7D | -0.8% | -0.8% | 0.0% | -0.8% |
| 30D | +0.8% | -18.0% | +18.8% | +0.9% |
| 3M | +8.3% | -5.8% | +14.1% | +8.3% |
| 6M | +14.0% | +17.2% | -3.1% | +13.7% |
| YTD | +26.9% | +19.1% | +7.8% | +26.5% |
| 1Y | +32.7% | +33.6% | -1.0% | +32.1% |
| All | +50.8% | +225.3% | -174.5% | +50.0% |
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