+1,573.8%
VSAT vs KIM
+980.1%
+593.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.1% |
| 7D | +11.8% | +0.4% | +11.4% | +11.6% |
| 30D | -7.0% | -4.0% | -3.1% | -5.5% |
| 3M | +3.3% | +0.5% | +2.7% | +2.4% |
| 6M | +57.4% | +3.6% | +53.8% | +54.8% |
| YTD | +118.6% | +20.4% | +98.1% | +100.8% |
| 1Y | +150.2% | +9.7% | +140.5% | +139.0% |
| 3Y | +160.7% | +46.0% | +114.7% | +122.9% |
| 5Y | +51.2% | +34.4% | +16.7% | +34.4% |
| 10Y | -0.7% | +29.3% | -30.0% | -17.8% |
| All | +1,573.8% | +980.1% | +593.7% | +410.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling