+0.4%
VSAT vs KIM
+29.7%
-29.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.8% | -6.1% | -6.5% |
| 7D | +3.5% | -1.0% | +4.4% | +4.1% |
| 30D | -14.7% | -1.1% | -13.6% | -14.2% |
| 3M | +13.2% | -5.3% | +18.5% | +16.1% |
| 6M | +57.4% | +3.9% | +53.4% | +53.4% |
| YTD | +110.0% | +20.3% | +89.7% | +87.1% |
| 1Y | +134.4% | +10.4% | +124.0% | +119.2% |
| 3Y | +203.5% | +46.3% | +157.2% | +143.4% |
| 5Y | +47.1% | +37.6% | +9.6% | +22.4% |
| 10Y | +0.4% | +34.5% | -34.1% | -34.7% |
| All | +0.4% | +29.7% | -29.3% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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