+404.6%
VIAV vs KGC
+698.0%
-293.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.5% |
| 7D | +11.2% | -5.6% | +16.8% | +11.9% |
| 30D | -10.1% | +6.1% | -16.3% | -10.9% |
| 3M | -22.9% | +17.3% | -40.2% | -24.5% |
| 6M | +28.8% | -10.3% | +39.1% | +29.5% |
| YTD | +117.5% | +3.9% | +113.6% | +114.9% |
| 1Y | +216.1% | +25.7% | +190.3% | +206.3% |
| 3Y | +292.2% | +526.0% | -233.8% | +227.2% |
| 5Y | +141.0% | +455.5% | -314.5% | +100.9% |
| All | +404.6% | +698.0% | -293.4% | +310.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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