-24.9%
KSTR vs VT
+85.7%
-110.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.2% |
| 7D | +1.5% | +2.4% | -0.9% | -0.2% |
| 30D | -7.2% | -1.5% | -5.7% | -6.0% |
| 3M | -26.3% | -4.1% | -22.2% | -23.8% |
| 6M | -29.7% | +0.6% | -30.3% | -29.5% |
| YTD | -1.7% | +11.0% | -12.8% | -7.1% |
| 1Y | -2.9% | +13.3% | -16.2% | -9.3% |
| 3Y | +43.8% | +73.4% | -29.6% | +4.9% |
| 5Y | -26.9% | +57.4% | -84.4% | -43.3% |
| All | -24.9% | +85.7% | -110.6% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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