+152.5%
KRE vs VSAT
+205.7%
-53.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.5% | -2.1% |
| 7D | +2.3% | +17.3% | -15.0% | -2.1% |
| 30D | -2.5% | -3.3% | +0.8% | -2.0% |
| 3M | +6.2% | +18.7% | -12.5% | -2.2% |
| 6M | +15.8% | +77.6% | -61.7% | -7.4% |
| YTD | +16.0% | +125.6% | -109.6% | -15.3% |
| 1Y | +16.2% | +158.3% | -142.1% | -20.7% |
| 3Y | +86.4% | +226.1% | -139.7% | -7.8% |
| 5Y | +33.0% | +54.7% | -21.7% | -24.6% |
| 10Y | +123.0% | +3.5% | +119.5% | +35.1% |
| All | +152.5% | +205.7% | -53.2% | -34.1% |
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