+2,957.9%
KNX vs VSAT
+1,536.8%
+1,421.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.2% | -4.9% | -2.1% |
| 7D | +6.4% | +17.3% | -10.9% | +3.9% |
| 30D | +1.4% | -3.3% | +4.7% | +1.7% |
| 3M | -12.0% | +18.7% | -30.8% | -15.5% |
| 6M | +25.2% | +77.6% | -52.4% | +12.3% |
| YTD | +36.6% | +125.6% | -89.0% | +17.3% |
| 1Y | +67.6% | +158.3% | -90.7% | +39.8% |
| 3Y | +40.8% | +226.1% | -185.3% | +1.7% |
| 5Y | +43.3% | +54.7% | -11.3% | +10.3% |
| 10Y | +170.1% | +3.5% | +166.6% | +109.8% |
| All | +2,957.9% | +1,536.8% | +1,421.1% | +1,379.3% |
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