+46.5%
KDP vs OUST
-65.4%
+111.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +15.7% | -9.8% | +5.9% |
| 7D | +5.3% | -0.2% | +5.5% | +5.3% |
| 30D | +19.1% | -24.0% | +43.1% | +19.1% |
| 3M | +19.2% | -29.9% | +49.0% | +19.2% |
| 6M | +29.3% | +19.1% | +10.1% | +29.0% |
| YTD | +35.5% | +55.0% | -19.5% | +35.1% |
| 1Y | +43.5% | +21.2% | +22.3% | +43.1% |
| 3Y | +29.0% | +626.0% | -597.0% | +25.2% |
| 5Y | +16.2% | -51.6% | +67.8% | +12.8% |
| All | +46.5% | -65.4% | +111.9% | +40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling