-46.6%
KEEL vs OUST
+41.3%
-87.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.6% | -2.1% |
| 7D | -12.8% | +31.9% | -44.7% | -25.0% |
| 30D | -37.4% | -4.2% | -33.2% | -36.1% |
| 3M | -43.8% | -9.3% | -34.5% | -41.3% |
| 6M | -51.9% | +51.7% | -103.6% | -67.4% |
| YTD | -18.7% | +76.6% | -95.3% | -57.3% |
| 1Y | -46.6% | +48.9% | -95.5% | -67.9% |
| All | -46.6% | +41.3% | -87.9% | -67.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling