+45.9%
KDP vs OUST
-64.1%
+110.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.0% | -14.7% | -0.7% |
| 7D | +2.2% | +17.0% | -14.8% | +2.2% |
| 30D | +19.9% | -16.5% | +36.4% | +19.9% |
| 3M | +21.5% | -23.7% | +45.1% | +21.5% |
| 6M | +30.1% | +18.4% | +11.7% | +29.8% |
| YTD | +34.9% | +60.8% | -25.8% | +34.5% |
| 1Y | +43.4% | +44.2% | -0.8% | +43.0% |
| 3Y | +29.1% | +668.1% | -639.0% | +25.2% |
| 5Y | +15.0% | -48.8% | +63.8% | +11.6% |
| All | +45.9% | -64.1% | +110.0% | +39.6% |
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