+132.6%
VIAV vs KGC
+435.7%
-303.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.3% | -0.2% | -3.9% |
| 7D | +11.2% | -8.4% | +19.6% | +12.6% |
| 30D | -2.6% | +6.3% | -9.0% | -3.8% |
| 3M | -20.1% | +22.4% | -42.6% | -23.0% |
| 6M | +25.8% | -11.4% | +37.3% | +26.9% |
| YTD | +109.9% | +3.1% | +106.7% | +106.4% |
| 1Y | +214.3% | +26.6% | +187.7% | +200.9% |
| 3Y | +281.6% | +525.6% | -243.9% | +204.9% |
| 5Y | +132.6% | +451.7% | -319.1% | +92.7% |
| All | +132.6% | +435.7% | -303.1% | +92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling