+167.0%
KEY vs VSAT
+3.3%
+163.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.2% | -5.0% | -2.4% |
| 7D | +2.7% | +17.3% | -14.6% | -0.7% |
| 30D | -3.2% | -3.3% | +0.1% | -2.8% |
| 3M | +1.0% | +18.7% | -17.8% | -5.2% |
| 6M | +11.9% | +77.6% | -65.7% | -5.9% |
| YTD | +8.7% | +125.6% | -116.9% | -14.9% |
| 1Y | +18.5% | +158.3% | -139.8% | -12.1% |
| 3Y | +124.0% | +226.1% | -102.2% | +30.8% |
| 5Y | +40.8% | +54.7% | -13.8% | -6.2% |
| 10Y | +167.0% | +3.5% | +163.5% | +78.4% |
| All | +167.0% | +3.3% | +163.7% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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