-4.6%
KSTR vs SPY
+121.9%
-126.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -4.6% | +0.1% | -4.7% | -4.6% |
| 3M | -7.0% | +2.0% | -9.0% | -7.8% |
| 6M | +17.1% | +13.0% | +4.1% | +10.9% |
| YTD | +24.8% | +13.5% | +11.2% | +18.0% |
| 1Y | +39.0% | +20.0% | +19.0% | +28.6% |
| 3Y | +73.2% | +77.2% | -4.0% | +34.4% |
| 5Y | -3.9% | +81.9% | -85.8% | -26.7% |
| All | -4.6% | +121.9% | -126.6% | -39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling