+30.1%
VIK vs MKC
-23.2%
+53.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | -0.9% | -1.5% | +0.5% | -1.0% |
| 30D | -18.4% | -3.1% | -15.3% | -18.6% |
| 3M | -8.8% | +5.2% | -14.0% | -8.9% |
| 6M | +17.1% | -12.8% | +30.0% | +17.8% |
| YTD | +19.0% | -23.3% | +42.3% | +20.8% |
| 1Y | +30.1% | -24.1% | +54.3% | +30.9% |
| All | +30.1% | -23.2% | +53.3% | +30.9% |
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