-100.0%
KUST vs VT
+374.2%
-474.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | 0.0% | +0.4% | -0.4% | -0.3% |
| 30D | -33.6% | +1.0% | -34.5% | -34.0% |
| 3M | -50.8% | +2.4% | -53.2% | -51.6% |
| 6M | -82.1% | +12.0% | -94.1% | -83.3% |
| YTD | -90.2% | +15.3% | -105.5% | -91.0% |
| 1Y | -96.4% | +22.6% | -119.0% | -96.8% |
| 3Y | -100.0% | +74.7% | -174.7% | -100.0% |
| 5Y | -100.0% | +66.1% | -166.1% | -100.0% |
| 10Y | -100.0% | +225.0% | -325.0% | -100.0% |
| All | -100.0% | +374.2% | -474.2% | -100.0% |
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