+111.8%
KMI vs VSAT
+70.9%
+40.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.7% | -1.3% |
| 7D | -0.5% | +11.8% | -12.3% | -2.1% |
| 30D | +0.9% | -7.0% | +7.9% | +1.7% |
| 3M | 0.0% | +3.3% | -3.3% | -2.4% |
| 6M | -5.7% | +57.4% | -63.1% | -14.8% |
| YTD | +17.5% | +118.6% | -101.1% | -0.2% |
| 1Y | +22.3% | +150.2% | -127.9% | 0.0% |
| 3Y | +111.9% | +160.7% | -48.8% | +52.9% |
| 5Y | +151.8% | +51.2% | +100.7% | +89.5% |
| 10Y | +138.7% | -0.7% | +139.3% | +80.6% |
| All | +111.8% | +70.9% | +40.9% | +29.5% |
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