+129.5%
KMI vs VIAV
+419.4%
-289.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -1.0% |
| 7D | -1.7% | +11.2% | -12.9% | -3.9% |
| 30D | -2.7% | -10.1% | +7.4% | -1.1% |
| 3M | -0.7% | -22.9% | +22.2% | +2.8% |
| 6M | -5.0% | +28.8% | -33.7% | -14.8% |
| YTD | +15.5% | +117.5% | -102.0% | -11.3% |
| 1Y | +16.4% | +216.1% | -199.6% | -20.4% |
| 3Y | +114.2% | +292.2% | -178.0% | +31.6% |
| 5Y | +153.3% | +141.0% | +12.3% | +78.4% |
| All | +129.5% | +419.4% | -289.9% | +22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling