-100.0%
KUST vs SPY
+81.8%
-181.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.8% | -4.8% |
| 7D | -4.3% | +0.5% | -4.9% | -4.9% |
| 30D | -27.3% | -0.9% | -26.3% | -26.5% |
| 3M | -44.7% | +3.9% | -48.5% | -46.5% |
| 6M | -81.7% | +14.5% | -96.2% | -83.7% |
| YTD | -90.7% | +12.9% | -103.6% | -91.6% |
| 1Y | -96.8% | +19.4% | -116.2% | -97.2% |
| 3Y | -100.0% | +78.5% | -178.5% | -100.0% |
| 5Y | -100.0% | +81.8% | -181.8% | -100.0% |
| All | -100.0% | +81.8% | -181.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling