+44.7%
KDP vs OUST
-65.5%
+110.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -8.5% | +11.1% | +2.6% |
| 7D | -0.8% | -3.8% | +3.0% | -0.8% |
| 30D | +9.7% | +5.1% | +4.7% | +9.7% |
| 3M | +17.6% | -25.8% | +43.4% | +17.6% |
| 6M | +25.8% | -2.0% | +27.8% | +25.6% |
| YTD | +33.9% | +54.7% | -20.8% | +33.4% |
| 1Y | +38.9% | +48.8% | -9.9% | +38.4% |
| 3Y | +26.8% | +607.8% | -581.0% | +23.1% |
| 5Y | +16.3% | -52.7% | +69.1% | +12.9% |
| All | +44.7% | -65.5% | +110.2% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling