+1,477.3%
KEEL vs OUST
-62.4%
+1,539.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +2.9% |
| 7D | +7.8% | +5.2% | +2.5% | +5.6% |
| 30D | -11.7% | -19.3% | +7.6% | -3.4% |
| 3M | -41.5% | -22.6% | -18.8% | -37.7% |
| 6M | +54.9% | +62.8% | -7.9% | +16.8% |
| YTD | +47.7% | +68.3% | -20.7% | +9.9% |
| 1Y | +177.6% | +28.5% | +149.1% | +130.6% |
| 3Y | +164.9% | +554.0% | -389.2% | -23.5% |
| 5Y | -45.9% | -56.2% | +10.3% | -44.9% |
| All | +1,477.3% | -62.4% | +1,539.7% | +1,079.6% |
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 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