+177.9%
KO vs VIVK
-100.0%
+277.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | +0.3% |
| 7D | -1.1% | -9.5% | +8.4% | -1.1% |
| 30D | +1.6% | -35.1% | +36.7% | +1.7% |
| 3M | +5.8% | -93.4% | +99.1% | +6.3% |
| 6M | +14.3% | -98.0% | +112.3% | +14.9% |
| YTD | +27.3% | -97.9% | +125.2% | +27.8% |
| 1Y | +33.2% | -100.0% | +133.1% | +35.1% |
| 3Y | +64.5% | -100.0% | +164.5% | +66.4% |
| 5Y | +83.1% | -100.0% | +183.1% | +85.3% |
| All | +177.9% | -100.0% | +277.9% | +169.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling