+20.4%
KWEB vs VIAV
+360.6%
-340.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -3.0% | -0.2% |
| 7D | -5.6% | +11.2% | -16.7% | -8.3% |
| 30D | -10.7% | -10.1% | -0.6% | -8.9% |
| 3M | -7.4% | -22.9% | +15.5% | -3.6% |
| 6M | -19.3% | +28.8% | -48.1% | -29.2% |
| YTD | -27.8% | +117.5% | -145.2% | -47.2% |
| 1Y | -35.9% | +216.1% | -252.0% | -59.1% |
| 3Y | -1.9% | +292.2% | -294.1% | -44.6% |
| 5Y | -43.2% | +141.0% | -184.2% | -62.5% |
| 10Y | -21.2% | +414.6% | -435.8% | -61.1% |
| All | +20.4% | +360.6% | -340.2% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling