+190.4%
KEYS vs OUST
-60.6%
+251.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +4.9% |
| 7D | +6.9% | +14.0% | -7.0% | +5.2% |
| 30D | -19.1% | +2.5% | -21.6% | -19.6% |
| 3M | -11.1% | -15.3% | +4.2% | -9.9% |
| 6M | -16.6% | +42.6% | -59.2% | -21.6% |
| YTD | +50.4% | +76.6% | -26.2% | +36.7% |
| 1Y | +67.5% | +54.1% | +13.5% | +54.0% |
| 3Y | +146.0% | +675.3% | -529.3% | +76.9% |
| 5Y | +64.5% | -45.1% | +109.6% | +37.7% |
| All | +190.4% | -60.6% | +251.0% | +146.4% |
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 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