+43.2%
KO vs VIVK
-100.0%
+143.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -27.5% | +28.5% | +0.9% |
| 7D | +4.4% | -68.7% | +73.1% | +4.1% |
| 30D | +10.7% | -90.0% | +100.8% | +10.0% |
| 3M | +11.3% | -98.1% | +109.4% | +10.2% |
| 6M | +24.0% | -99.9% | +124.0% | +21.3% |
| YTD | +39.7% | -99.9% | +139.6% | +36.4% |
| 1Y | +43.2% | -100.0% | +143.2% | +46.2% |
| All | +43.2% | -100.0% | +143.2% | +46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling