+306.4%
KGC vs OUST
+537.2%
-230.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.0% | +9.8% | +1.4% |
| 7D | 0.0% | -5.0% | +5.0% | +0.2% |
| 30D | -9.3% | -32.0% | +22.7% | -7.3% |
| 3M | -15.9% | -32.4% | +16.5% | -14.2% |
| 6M | -24.9% | +6.7% | -31.6% | -26.5% |
| YTD | -23.0% | +41.0% | -64.1% | -26.3% |
| 1Y | -9.9% | +18.0% | -27.9% | -13.3% |
| All | +306.4% | +537.2% | -230.8% | +260.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling