-5.3%
KSTR vs SPY
+120.7%
-126.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -2.2% | +0.5% | -2.8% | -2.5% |
| 30D | -9.4% | -0.9% | -8.5% | -9.0% |
| 3M | -0.1% | +3.9% | -4.0% | -1.8% |
| 6M | +17.5% | +14.5% | +3.0% | +10.7% |
| YTD | +23.9% | +12.9% | +10.9% | +17.5% |
| 1Y | +30.9% | +19.4% | +11.5% | +21.5% |
| 3Y | +80.8% | +78.5% | +2.3% | +40.0% |
| 5Y | -5.2% | +81.8% | -86.9% | -27.7% |
| All | -5.3% | +120.7% | -126.1% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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