-100.0%
KUST price history and return analytics
+355.4%
-455.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.7% |
| 7D | -1.5% | -0.1% | -1.4% | -1.1% |
| 30D | -18.1% | -3.1% | -15.1% | -16.0% |
| 3M | -70.2% | -3.5% | -66.7% | -69.3% |
| 6M | -91.3% | +0.5% | -91.8% | -91.3% |
| YTD | -96.6% | +10.8% | -107.3% | -96.7% |
| 1Y | -98.6% | +11.9% | -110.5% | -98.7% |
| 3Y | -100.0% | +73.0% | -173.0% | -100.0% |
| 5Y | -100.0% | +58.6% | -158.6% | -100.0% |
| 10Y | -100.0% | +219.2% | -319.2% | -100.0% |
| All | -100.0% | +355.4% | -455.4% | -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