+19,302.6%
KLAC vs VSAT
+1,485.7%
+17,817.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.0% | +2.3% | +6.0% |
| 7D | +5.7% | +11.8% | -6.1% | +2.7% |
| 30D | -3.6% | -7.0% | +3.4% | -1.9% |
| 3M | -12.8% | +3.3% | -16.1% | -14.0% |
| 6M | +26.1% | +57.4% | -31.4% | +9.5% |
| YTD | +53.3% | +118.6% | -65.3% | +21.2% |
| 1Y | +113.7% | +150.2% | -36.6% | +60.4% |
| 3Y | +274.9% | +160.7% | +114.2% | +127.7% |
| 5Y | +470.1% | +51.2% | +419.0% | +267.6% |
| 10Y | +2,997.0% | -0.7% | +2,997.7% | +1,993.5% |
| All | +19,302.6% | +1,485.7% | +17,817.0% | +4,799.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling