+170.9%
KGC vs OUST
-64.1%
+235.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +14.0% | -11.0% | +2.1% |
| 7D | +10.5% | +17.0% | -6.5% | +9.3% |
| 30D | -4.1% | -16.5% | +12.4% | -3.2% |
| 3M | -13.1% | -23.7% | +10.6% | -12.1% |
| 6M | -27.5% | +18.4% | -45.9% | -29.7% |
| YTD | -20.7% | +60.8% | -81.5% | -24.8% |
| 1Y | -6.1% | +44.2% | -50.3% | -10.5% |
| 3Y | +318.6% | +668.1% | -349.5% | +244.2% |
| 5Y | +289.9% | -48.8% | +338.8% | +245.1% |
| All | +170.9% | -64.1% | +235.0% | +152.5% |
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