+34.3%
KO vs VIVK
-100.0%
+134.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.4% | +7.9% | +0.5% |
| 7D | +0.2% | -4.4% | +4.6% | +0.2% |
| 30D | +1.8% | -40.8% | +42.6% | +1.6% |
| 3M | +7.7% | -94.1% | +101.8% | +6.6% |
| 6M | +15.3% | -98.2% | +113.4% | +13.5% |
| YTD | +28.0% | -98.0% | +126.0% | +26.2% |
| 1Y | +34.3% | -100.0% | +134.2% | +30.9% |
| All | +34.3% | -100.0% | +134.2% | +30.9% |
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