+63.3%
KEEL vs OUST
+794.9%
-731.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +10.8% | -6.0% | +0.6% |
| 7D | +3.7% | +36.7% | -33.0% | -8.0% |
| 30D | -35.7% | -3.3% | -32.4% | -34.8% |
| 3M | -49.5% | -11.1% | -38.4% | -47.2% |
| 6M | -50.6% | +53.1% | -103.7% | -59.8% |
| YTD | -16.6% | +78.2% | -94.8% | -36.2% |
| 1Y | -46.4% | +50.0% | -96.5% | -56.6% |
| 3Y | +63.3% | +836.2% | -772.8% | -32.9% |
| All | +63.3% | +794.9% | -731.6% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling