+493.8%
KMB vs VSAT
+1,485.7%
-991.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.0% | -6.6% | -1.8% |
| 7D | -3.0% | +11.8% | -14.8% | -3.5% |
| 30D | -5.5% | -7.0% | +1.6% | -5.3% |
| 3M | +14.0% | +3.3% | +10.7% | +13.3% |
| 6M | +4.1% | +57.4% | -53.4% | +1.4% |
| YTD | +8.0% | +118.6% | -110.5% | +3.6% |
| 1Y | -13.7% | +150.2% | -164.0% | -18.1% |
| 3Y | -5.9% | +160.7% | -166.7% | -13.5% |
| 5Y | -8.6% | +51.2% | -59.8% | -15.3% |
| 10Y | +17.3% | -0.7% | +17.9% | +8.6% |
| All | +493.8% | +1,485.7% | -991.8% | +369.7% |
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