+1,586.4%
KEEL vs OUST
-62.6%
+1,649.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.9% |
| 7D | +19.3% | +4.0% | +15.2% | +17.5% |
| 30D | +9.1% | -14.0% | +23.1% | +16.3% |
| 3M | -31.5% | -5.9% | -25.6% | -33.0% |
| 6M | +75.8% | +76.4% | -0.5% | +28.2% |
| YTD | +57.9% | +67.5% | -9.6% | +17.8% |
| 1Y | +133.3% | +27.1% | +106.2% | +94.9% |
| 3Y | +204.1% | +619.0% | -414.9% | -16.1% |
| 5Y | -37.5% | -54.9% | +17.4% | -37.4% |
| All | +1,586.4% | -62.6% | +1,649.0% | +1,164.4% |
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