-25.8%
KSTR vs VT
+81.0%
-106.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.0% | +2.0% |
| 7D | +1.4% | -4.2% | +5.6% | +4.7% |
| 30D | -18.8% | -5.8% | -13.0% | -15.1% |
| 3M | -25.8% | -5.2% | -20.6% | -22.6% |
| 6M | -22.4% | +0.1% | -22.5% | -21.7% |
| YTD | -3.0% | +8.2% | -11.2% | -6.5% |
| 1Y | -4.5% | +10.1% | -14.7% | -9.1% |
| 3Y | +46.1% | +69.7% | -23.5% | +8.4% |
| 5Y | -25.1% | +53.4% | -78.5% | -40.8% |
| All | -25.8% | +81.0% | -106.9% | -51.3% |
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