+4.6%
KHC vs OUST
-60.6%
+65.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | -1.1% | +31.9% | -33.0% | -0.7% |
| 30D | +8.8% | -4.2% | +13.1% | +8.9% |
| 3M | -1.2% | -9.3% | +8.1% | -1.1% |
| 6M | +4.6% | +51.7% | -47.0% | +5.3% |
| YTD | +5.1% | +76.6% | -71.5% | +5.8% |
| 1Y | +6.2% | +48.9% | -42.7% | +6.9% |
| 3Y | -12.9% | +675.3% | -688.2% | -12.8% |
| 5Y | -16.8% | -44.0% | +27.3% | -17.7% |
| All | +4.6% | -60.6% | +65.2% | +1.6% |
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