+174.5%
KEYS vs OUST
-60.2%
+234.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +10.8% | -4.7% | +4.9% |
| 7D | -3.3% | +36.7% | -40.0% | -7.2% |
| 30D | -24.5% | -3.3% | -21.2% | -24.5% |
| 3M | -15.3% | -11.1% | -4.1% | -14.6% |
| 6M | -19.8% | +53.1% | -72.9% | -25.2% |
| YTD | +42.2% | +78.2% | -36.0% | +29.1% |
| 1Y | +59.8% | +50.0% | +9.7% | +47.3% |
| 3Y | +137.0% | +836.2% | -699.1% | +67.1% |
| 5Y | +55.5% | -50.0% | +105.5% | +30.5% |
| All | +174.5% | -60.2% | +234.8% | +132.7% |
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