+158.5%
KEYS vs OUST
-64.1%
+222.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +14.0% | -9.6% | +2.7% |
| 7D | -11.4% | +17.0% | -28.4% | -13.3% |
| 30D | -28.7% | -16.5% | -12.2% | -27.4% |
| 3M | -19.2% | -23.7% | +4.4% | -17.1% |
| 6M | -25.8% | +18.4% | -44.2% | -28.9% |
| YTD | +33.9% | +60.8% | -26.9% | +23.1% |
| 1Y | +47.1% | +44.2% | +2.9% | +36.3% |
| 3Y | +119.4% | +668.1% | -548.7% | +58.1% |
| 5Y | +48.2% | -48.8% | +97.0% | +25.3% |
| All | +158.5% | -64.1% | +222.7% | +121.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling