+58.2%
KEYS vs OUST
-53.0%
+111.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.5% | +6.4% | -1.0% |
| 7D | +9.4% | -3.8% | +13.2% | +9.9% |
| 30D | -16.8% | +5.1% | -21.8% | -17.6% |
| 3M | -15.9% | -25.8% | +9.9% | -13.1% |
| 6M | -17.6% | -2.0% | -15.6% | -19.2% |
| YTD | +46.5% | +54.7% | -8.2% | +34.1% |
| 1Y | +66.9% | +48.8% | +18.1% | +53.1% |
| 3Y | +141.4% | +607.8% | -466.4% | +67.7% |
| All | +58.2% | -53.0% | +111.2% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling