+179.3%
KO vs VIAV
+419.4%
-240.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | +0.3% |
| 7D | +0.2% | +11.2% | -10.9% | -0.5% |
| 30D | +1.8% | -10.1% | +11.9% | +2.3% |
| 3M | +7.7% | -22.9% | +30.5% | +9.0% |
| 6M | +15.3% | +28.8% | -13.5% | +10.0% |
| YTD | +28.0% | +117.5% | -89.5% | +14.6% |
| 1Y | +34.3% | +216.1% | -181.8% | +14.3% |
| 3Y | +63.8% | +292.2% | -228.4% | +32.7% |
| 5Y | +84.1% | +141.0% | -56.9% | +59.6% |
| All | +179.3% | +419.4% | -240.1% | +115.7% |
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