-22.5%
KWEB vs VSAT
+3.3%
-25.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -5.6% | -1.3% | -4.2% | -5.4% |
| 30D | -10.7% | -14.8% | +4.1% | -8.8% |
| 3M | -7.4% | +2.2% | -9.6% | -8.9% |
| 6M | -19.3% | +60.2% | -79.5% | -26.6% |
| YTD | -27.8% | +115.6% | -143.4% | -37.6% |
| 1Y | -35.9% | +132.9% | -168.8% | -45.8% |
| 3Y | -1.9% | +216.1% | -218.0% | -28.5% |
| 5Y | -43.2% | +52.9% | -96.1% | -55.1% |
| All | -22.5% | +3.3% | -25.8% | -35.7% |
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