+624.3%
KR vs VIVK
-100.0%
+724.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.9% |
| 7D | -2.7% | -9.5% | +6.8% | -2.7% |
| 30D | +1.9% | -35.1% | +37.1% | +2.0% |
| 3M | -11.0% | -93.4% | +82.3% | -10.9% |
| 6M | -20.2% | -98.0% | +77.8% | -20.0% |
| YTD | -7.3% | -97.9% | +90.6% | -7.1% |
| 1Y | -13.1% | -100.0% | +86.9% | -12.7% |
| 3Y | +29.7% | -100.0% | +129.7% | +30.2% |
| 5Y | +48.8% | -100.0% | +148.8% | +49.3% |
| 10Y | +122.8% | -100.0% | +222.8% | +123.2% |
| All | +624.3% | -100.0% | +724.3% | +590.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling