+133.4%
KR vs VIVK
-100.0%
+233.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -7.4% | +10.1% | +2.8% |
| 7D | -0.2% | -4.4% | +4.2% | -0.1% |
| 30D | +5.1% | -40.8% | +45.9% | +5.4% |
| 3M | -8.2% | -94.1% | +86.0% | -6.6% |
| 6M | -18.0% | -98.2% | +80.2% | -16.3% |
| YTD | -4.8% | -98.0% | +93.2% | -3.4% |
| 1Y | -11.0% | -100.0% | +88.9% | -7.5% |
| 3Y | +37.7% | -100.0% | +137.6% | +42.4% |
| 5Y | +52.8% | -100.0% | +152.8% | +58.2% |
| All | +133.4% | -100.0% | +233.4% | +134.1% |
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