+54.7%
VSAT vs KIM
+37.7%
+16.9%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +2.7% |
| 7D | +17.3% | -0.3% | +17.6% | +17.6% |
| 30D | -3.3% | -1.7% | -1.6% | -2.1% |
| 3M | +18.7% | -0.8% | +19.6% | +18.1% |
| 6M | +77.6% | +4.4% | +73.2% | +69.9% |
| YTD | +125.6% | +21.2% | +104.4% | +89.1% |
| 1Y | +158.3% | +10.5% | +147.8% | +133.6% |
| 3Y | +226.1% | +47.5% | +178.6% | +128.7% |
| 5Y | +54.7% | +37.1% | +17.6% | +13.3% |
| All | +54.7% | +37.7% | +16.9% | +13.3% |
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