+1,563.6%
VSAT vs KIM
+1,075.3%
+488.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.8% |
| 7D | -0.5% | +2.8% | -3.3% | -1.8% |
| 30D | +4.0% | +15.9% | -11.9% | -2.9% |
| 3M | -11.8% | +7.8% | -19.5% | -15.0% |
| 6M | +6.9% | +11.9% | -4.9% | +1.0% |
| YTD | +117.2% | +31.0% | +86.2% | +91.5% |
| 1Y | +102.4% | +32.3% | +70.1% | +77.6% |
| 3Y | +295.5% | +65.5% | +230.0% | +218.8% |
| 5Y | +37.0% | +37.2% | -0.2% | +19.7% |
| 10Y | -6.0% | +63.9% | -70.0% | -29.3% |
| All | +1,563.6% | +1,075.3% | +488.3% | +387.2% |
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