+533.3%
KMB vs VSAT
+1,465.7%
-932.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +16.3% | -13.1% | +2.6% |
| 7D | +3.4% | +0.4% | +3.0% | +3.3% |
| 30D | +14.7% | +3.3% | +11.4% | +14.3% |
| 3M | +3.3% | -7.5% | +10.8% | +3.2% |
| 6M | +16.8% | +6.2% | +10.6% | +15.5% |
| YTD | +15.2% | +115.8% | -100.6% | +10.2% |
| 1Y | +13.3% | +107.7% | -94.4% | +8.3% |
| 3Y | +5.4% | +292.0% | -286.6% | -5.0% |
| 5Y | +2.7% | +35.3% | -32.6% | -4.4% |
| 10Y | +38.7% | -5.2% | +43.9% | +28.3% |
| All | +533.3% | +1,465.7% | -932.4% | +399.8% |
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