+110.5%
KEY vs OUST
-64.1%
+174.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +14.0% | -14.5% | -1.9% |
| 7D | -1.3% | +17.0% | -18.3% | -3.0% |
| 30D | +5.1% | -16.5% | +21.6% | +6.4% |
| 3M | -7.1% | -23.7% | +16.6% | -5.5% |
| 6M | -4.4% | +18.4% | -22.7% | -9.9% |
| YTD | +4.0% | +60.8% | -56.8% | -6.3% |
| 1Y | +23.4% | +44.2% | -20.8% | +12.1% |
| 3Y | +113.9% | +668.1% | -554.2% | +46.5% |
| 5Y | +12.3% | -48.8% | +61.2% | -10.9% |
| All | +110.5% | -64.1% | +174.6% | +68.3% |
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