-100.0%
KUST vs SPY
+78.1%
-178.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.4% |
| 7D | +1.3% | +2.6% | -1.3% | -1.8% |
| 30D | -14.0% | -2.0% | -12.0% | -11.7% |
| 3M | -76.6% | -2.8% | -73.9% | -75.7% |
| 6M | -90.5% | +2.1% | -92.6% | -90.6% |
| YTD | -96.6% | +11.5% | -108.1% | -96.9% |
| 1Y | -98.5% | +13.5% | -112.0% | -98.7% |
| 3Y | -100.0% | +77.7% | -177.7% | -100.0% |
| All | -100.0% | +78.1% | -178.1% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling