+37.0%
VSAT vs KIM
+39.0%
-2.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.9% |
| 7D | -0.5% | +2.8% | -3.3% | -2.7% |
| 30D | +4.0% | +15.9% | -11.9% | -8.1% |
| 3M | -11.8% | +7.8% | -19.5% | -17.5% |
| 6M | +6.9% | +11.9% | -4.9% | -4.1% |
| YTD | +117.2% | +31.0% | +86.2% | +70.4% |
| 1Y | +102.4% | +32.3% | +70.1% | +57.2% |
| 3Y | +295.5% | +65.5% | +230.0% | +152.8% |
| 5Y | +37.0% | +37.2% | -0.2% | -4.5% |
| All | +37.0% | +39.0% | -2.0% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling