+278.5%
VIAV vs KIM
+43.4%
+235.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.4% | -4.2% |
| 7D | +11.2% | -1.5% | +12.7% | +11.8% |
| 30D | -2.6% | -1.7% | -0.9% | -2.0% |
| 3M | -20.1% | -7.1% | -13.0% | -18.5% |
| 6M | +25.8% | +2.9% | +23.0% | +23.5% |
| YTD | +109.9% | +18.8% | +91.0% | +94.8% |
| 1Y | +214.3% | +9.4% | +204.9% | +201.0% |
| All | +278.5% | +43.4% | +235.1% | +201.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling