+659.1%
KO vs VSAT
+1,423.4%
-764.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.9% | +6.0% | -0.6% |
| 7D | -0.8% | +3.5% | -4.3% | -1.0% |
| 30D | +0.8% | -14.7% | +15.5% | +1.4% |
| 3M | +8.3% | +13.2% | -4.8% | +7.1% |
| 6M | +14.0% | +57.4% | -43.3% | +10.5% |
| YTD | +26.9% | +110.0% | -83.1% | +20.8% |
| 1Y | +32.7% | +134.4% | -101.7% | +25.0% |
| 3Y | +63.9% | +203.5% | -139.6% | +46.6% |
| 5Y | +81.7% | +47.1% | +34.6% | +65.9% |
| 10Y | +183.0% | +0.4% | +182.6% | +157.8% |
| All | +659.1% | +1,423.4% | -764.2% | +514.4% |
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