+410.2%
VIAV vs KEY
+171.1%
+239.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +13.6% | -0.3% | +13.9% | +13.6% |
| 30D | +5.3% | -3.3% | +8.6% | +6.6% |
| 3M | -15.6% | -0.7% | -14.9% | -15.4% |
| 6M | +34.0% | +12.5% | +21.5% | +28.6% |
| YTD | +119.9% | +8.4% | +111.5% | +114.1% |
| 1Y | +235.2% | +18.4% | +216.7% | +216.0% |
| 3Y | +299.8% | +123.3% | +176.5% | +197.3% |
| 5Y | +140.1% | +38.8% | +101.3% | +99.4% |
| All | +410.2% | +171.1% | +239.1% | +191.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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