+132.6%
VIAV vs KIM
+35.1%
+97.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.4% | -4.1% |
| 7D | +11.2% | -1.5% | +12.7% | +11.9% |
| 30D | -2.6% | -1.7% | -0.9% | -2.0% |
| 3M | -20.1% | -7.1% | -13.0% | -18.2% |
| 6M | +25.8% | +2.9% | +23.0% | +23.6% |
| YTD | +109.9% | +18.8% | +91.0% | +94.1% |
| 1Y | +214.3% | +9.4% | +204.9% | +200.0% |
| 3Y | +281.6% | +44.6% | +237.1% | +217.2% |
| 5Y | +132.6% | +37.9% | +94.6% | +100.5% |
| All | +132.6% | +35.1% | +97.5% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling