+57.5%
KEYS vs OUST
+42.6%
+14.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +10.8% | -4.7% | +3.8% |
| 7D | -3.3% | +36.7% | -40.0% | -10.1% |
| 30D | -24.5% | -3.3% | -21.2% | -24.6% |
| 3M | -15.3% | -11.1% | -4.1% | -14.3% |
| 6M | -19.8% | +53.1% | -72.9% | -28.4% |
| YTD | +42.2% | +78.2% | -36.0% | +16.8% |
| All | +57.5% | +42.6% | +14.9% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling