+121.9%
KRE vs VSAT
+3.3%
+118.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -1.8% | -1.3% | -0.5% | -1.6% |
| 30D | -4.5% | -14.8% | +10.3% | -1.8% |
| 3M | +2.7% | +2.2% | +0.5% | +0.3% |
| 6M | +16.9% | +60.2% | -43.3% | +2.1% |
| YTD | +15.4% | +115.6% | -100.3% | -6.7% |
| 1Y | +16.1% | +132.9% | -116.8% | -9.1% |
| 3Y | +85.7% | +216.1% | -130.4% | +15.8% |
| 5Y | +33.3% | +52.9% | -19.7% | -7.0% |
| All | +121.9% | +3.3% | +118.6% | +55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling