+162.2%
KGC vs OUST
-60.6%
+222.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -5.7% |
| 7D | +8.0% | +31.9% | -23.9% | +6.0% |
| 30D | -9.3% | -4.2% | -5.1% | -9.3% |
| 3M | -21.3% | -9.3% | -12.0% | -21.3% |
| 6M | -31.5% | +51.7% | -83.2% | -34.5% |
| YTD | -23.2% | +76.6% | -99.9% | -27.6% |
| 1Y | -15.0% | +48.9% | -63.9% | -19.3% |
| 3Y | +328.7% | +675.3% | -346.5% | +252.3% |
| 5Y | +262.9% | -44.0% | +306.9% | +219.6% |
| All | +162.2% | -60.6% | +222.8% | +142.9% |
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 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