+221.9%
VIK vs MKC
-28.3%
+250.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | -1.8% | -2.8% | +1.0% | -1.5% |
| 30D | -17.3% | -3.4% | -13.9% | -17.1% |
| 3M | -5.1% | +3.8% | -8.8% | -5.9% |
| 6M | +16.2% | -17.9% | +34.1% | +20.3% |
| YTD | +17.6% | -23.6% | +41.3% | +23.5% |
| 1Y | +33.5% | -23.1% | +56.6% | +39.7% |
| All | +221.9% | -28.3% | +250.1% | +260.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling