+3,202.9%
VIAV vs KIM
+1,627.7%
+1,575.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.7% | +10.5% | +10.9% |
| 7D | +11.3% | -0.3% | +11.6% | +11.5% |
| 30D | -1.0% | -1.7% | +0.7% | -0.2% |
| 3M | -20.5% | -0.8% | -19.7% | -20.7% |
| 6M | +39.0% | +4.4% | +34.6% | +35.6% |
| YTD | +117.5% | +21.2% | +96.2% | +97.8% |
| 1Y | +233.8% | +10.5% | +223.2% | +215.4% |
| 3Y | +295.4% | +47.5% | +247.9% | +223.1% |
| 5Y | +134.3% | +37.1% | +97.2% | +93.1% |
| 10Y | +398.7% | +29.5% | +369.2% | +264.4% |
| All | +3,202.9% | +1,627.7% | +1,575.2% | +324.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling