-100.0%
KUST vs SPY
+619.4%
-719.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +1.3% | -10.9% | -10.4% |
| 7D | -15.5% | -0.9% | -14.6% | -14.9% |
| 30D | -24.4% | -2.4% | -22.1% | -22.9% |
| 3M | -77.9% | -1.2% | -76.7% | -77.6% |
| 6M | -91.7% | +3.3% | -95.0% | -91.8% |
| YTD | -96.9% | +12.3% | -109.2% | -97.1% |
| 1Y | -98.7% | +12.4% | -111.2% | -98.8% |
| 3Y | -100.0% | +78.8% | -178.8% | -100.0% |
| 5Y | -100.0% | +75.2% | -175.2% | -100.0% |
| 10Y | -100.0% | +311.1% | -411.1% | -100.0% |
| All | -100.0% | +619.4% | -719.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling