+290.8%
VIAV vs KIM
+63.6%
+227.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -5.9% | -5.7% |
| 7D | +7.9% | +0.1% | +7.8% | +7.9% |
| 30D | -20.3% | +14.1% | -34.4% | -23.8% |
| 3M | -28.5% | +6.0% | -34.5% | -30.1% |
| 6M | -42.7% | +13.2% | -56.0% | -45.4% |
| YTD | +72.4% | +30.4% | +42.0% | +57.2% |
| 1Y | +81.5% | +31.0% | +50.4% | +65.2% |
| 3Y | +293.8% | +67.6% | +226.2% | +228.9% |
| 5Y | +101.4% | +35.8% | +65.7% | +77.3% |
| All | +290.8% | +63.6% | +227.2% | +191.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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