-100.0%
KUST vs VOO
+77.0%
-177.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.5% | -12.0% | -12.0% |
| 7D | -13.5% | -0.4% | -13.1% | -13.1% |
| 30D | -29.4% | -1.4% | -28.0% | -28.1% |
| 3M | -53.3% | +3.7% | -57.1% | -55.1% |
| 6M | -83.8% | +13.0% | -96.8% | -85.8% |
| YTD | -91.9% | +12.4% | -104.3% | -92.8% |
| 1Y | -97.2% | +18.6% | -115.8% | -97.6% |
| All | -100.0% | +77.0% | -177.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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