+121.1%
KEY vs OUST
+600.2%
-479.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +15.7% | -14.2% | +0.1% |
| 7D | +1.7% | -0.2% | +1.9% | +1.5% |
| 30D | +6.8% | -24.0% | +30.8% | +9.1% |
| 3M | -5.8% | -29.9% | +24.1% | -3.4% |
| 6M | +1.4% | +19.1% | -17.7% | -4.5% |
| YTD | +7.5% | +55.0% | -47.5% | -3.0% |
| 1Y | +29.6% | +21.2% | +8.4% | +19.8% |
| All | +121.1% | +600.2% | -479.1% | +38.4% |
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