+139.6%
VIAV vs KNX
+37.6%
+102.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +4.1% |
| 7D | +11.2% | -5.6% | +16.7% | +13.3% |
| 30D | -10.1% | -4.4% | -5.7% | -8.7% |
| 3M | -22.9% | -17.3% | -5.5% | -17.8% |
| 6M | +28.8% | +22.6% | +6.2% | +19.8% |
| YTD | +117.5% | +31.1% | +86.3% | +97.4% |
| 1Y | +216.1% | +60.2% | +155.9% | +166.0% |
| 3Y | +292.2% | +35.8% | +256.5% | +241.0% |
| All | +139.6% | +37.6% | +102.1% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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