+59.7%
VIK vs MKC
-18.2%
+77.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.4% | +0.8% | +6.1% |
| 7D | +5.4% | +9.6% | -4.2% | +5.4% |
| 30D | +12.5% | +12.0% | +0.5% | +12.6% |
| 3M | -15.2% | -2.0% | -13.2% | -15.7% |
| 6M | +15.4% | +7.2% | +8.2% | +14.6% |
| YTD | +27.7% | -23.7% | +51.4% | +31.0% |
| 1Y | +59.7% | -18.3% | +78.0% | +57.3% |
| All | +59.7% | -18.2% | +77.9% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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