-25.1%
KSTR vs VT
+88.7%
-113.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.7% | +7.4% | +7.9% |
| 7D | -2.1% | -0.3% | -1.8% | -1.7% |
| 30D | -18.3% | -1.4% | -16.8% | -17.2% |
| 3M | -22.9% | -1.4% | -21.5% | -21.9% |
| 6M | -21.1% | +5.5% | -26.5% | -23.3% |
| YTD | -1.9% | +12.8% | -14.8% | -8.4% |
| 1Y | -1.8% | +15.4% | -17.2% | -9.5% |
| 3Y | +47.7% | +76.9% | -29.2% | +6.3% |
| 5Y | -24.8% | +60.4% | -85.2% | -42.4% |
| All | -25.1% | +88.7% | -113.8% | -52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling