+115.0%
KEY vs OUST
+537.2%
-422.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.0% | +6.3% | -1.9% |
| 7D | -2.5% | -5.0% | +2.6% | -2.1% |
| 30D | +4.1% | -32.0% | +36.1% | +7.4% |
| 3M | -8.4% | -32.4% | +24.0% | -5.7% |
| 6M | -2.3% | +6.7% | -9.0% | -7.1% |
| YTD | +4.6% | +41.0% | -36.5% | -4.8% |
| 1Y | +24.6% | +18.0% | +6.6% | +15.2% |
| All | +115.0% | +537.2% | -422.1% | +35.8% |
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