+237.5%
VIK vs KIM
+43.8%
+193.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +2.0% | +2.2% |
| 7D | +3.6% | -0.3% | +3.9% | +3.8% |
| 30D | -16.7% | -1.7% | -15.0% | -15.7% |
| 3M | -1.1% | -0.8% | -0.3% | -1.1% |
| 6M | +27.8% | +4.4% | +23.4% | +23.2% |
| YTD | +23.3% | +21.2% | +2.1% | +6.1% |
| 1Y | +38.2% | +10.5% | +27.6% | +27.6% |
| All | +237.5% | +43.8% | +193.7% | +161.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling