+274.4%
KLAC vs VIAV
+293.0%
-18.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.7% | +0.5% |
| 7D | -2.7% | +11.2% | -13.8% | -6.9% |
| 30D | -13.2% | -10.1% | -3.0% | -9.9% |
| 3M | -25.0% | -22.9% | -2.1% | -17.9% |
| 6M | +23.6% | +28.8% | -5.2% | +11.6% |
| YTD | +49.2% | +117.5% | -68.2% | +10.9% |
| 1Y | +89.3% | +216.1% | -126.7% | +21.7% |
| 3Y | +274.4% | +292.2% | -17.8% | +98.6% |
| All | +274.4% | +293.0% | -18.6% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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