-25.8%
KEYS vs OUST
+31.3%
-57.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +14.0% | -9.6% | +1.4% |
| 7D | -11.4% | +17.0% | -28.4% | -14.7% |
| 30D | -28.7% | -16.5% | -12.2% | -26.5% |
| 3M | -19.2% | -23.7% | +4.4% | -15.8% |
| 6M | -25.8% | +18.4% | -44.2% | -27.3% |
| All | -25.8% | +31.3% | -57.1% | -27.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling