+292.2%
VIAV vs KEEL
+197.5%
+94.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.8% | -0.2% | +3.0% |
| 7D | +11.2% | +2.9% | +8.3% | +10.8% |
| 30D | -10.1% | +0.8% | -11.0% | -10.3% |
| 3M | -22.9% | -35.3% | +12.5% | -18.9% |
| 6M | +28.8% | +59.4% | -30.6% | +22.7% |
| YTD | +117.5% | +51.9% | +65.5% | +105.8% |
| 1Y | +216.1% | +75.0% | +141.1% | +186.5% |
| 3Y | +292.2% | +224.5% | +67.7% | +216.0% |
| All | +292.2% | +197.5% | +94.7% | +216.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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