+46.9%
KDP vs OUST
-68.5%
+115.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.0% | +9.3% | +0.3% |
| 7D | +4.5% | -5.0% | +9.5% | +4.5% |
| 30D | +18.5% | -32.0% | +50.5% | +18.5% |
| 3M | +20.8% | -32.4% | +53.2% | +20.8% |
| 6M | +29.4% | +6.7% | +22.7% | +29.1% |
| YTD | +35.9% | +41.0% | -5.1% | +35.4% |
| 1Y | +42.5% | +18.0% | +24.5% | +42.1% |
| 3Y | +29.4% | +560.6% | -531.2% | +25.5% |
| 5Y | +15.8% | -55.1% | +70.9% | +12.4% |
| All | +46.9% | -68.5% | +115.4% | +40.6% |
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