+123.9%
KEY vs OUST
-62.4%
+186.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.1% |
| 7D | +2.2% | +5.2% | -3.0% | +1.7% |
| 30D | -3.0% | -19.3% | +16.2% | -1.1% |
| 3M | +3.3% | -22.6% | +26.0% | +3.6% |
| 6M | +9.2% | +62.8% | -53.6% | -0.4% |
| YTD | +10.6% | +68.3% | -57.7% | 0.0% |
| 1Y | +20.4% | +28.5% | -8.1% | +10.5% |
| 3Y | +121.8% | +554.0% | -432.2% | +55.1% |
| 5Y | +41.1% | -56.2% | +97.3% | +13.9% |
| All | +123.9% | -62.4% | +186.4% | +79.6% |
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