+404.6%
VIAV vs KIM
+32.5%
+372.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.7% |
| 7D | +11.2% | -1.7% | +12.9% | +11.8% |
| 30D | -10.1% | -3.0% | -7.2% | -9.3% |
| 3M | -22.9% | -8.9% | -14.0% | -20.9% |
| 6M | +28.8% | +2.4% | +26.4% | +27.3% |
| YTD | +117.5% | +18.3% | +99.1% | +105.2% |
| 1Y | +216.1% | +8.2% | +207.9% | +206.1% |
| 3Y | +292.2% | +44.0% | +248.2% | +244.4% |
| 5Y | +141.0% | +37.3% | +103.6% | +112.4% |
| All | +404.6% | +32.5% | +372.1% | +288.7% |
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