+36.0%
VIK vs KIM
+10.4%
+25.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.4% |
| 7D | -3.0% | +0.4% | -3.5% | -3.3% |
| 30D | -20.7% | -4.0% | -16.8% | -19.0% |
| 3M | -4.6% | +0.5% | -5.2% | -6.0% |
| 6M | +14.0% | +3.6% | +10.4% | +10.2% |
| YTD | +20.2% | +20.4% | -0.3% | +8.9% |
| 1Y | +36.0% | +9.7% | +26.3% | +30.7% |
| All | +36.0% | +10.4% | +25.6% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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