+8.4%
KHC vs OUST
-65.5%
+73.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -8.5% | +11.1% | +2.5% |
| 7D | +2.0% | -3.8% | +5.8% | +2.0% |
| 30D | +10.6% | +5.1% | +5.6% | +10.8% |
| 3M | +0.5% | -25.8% | +26.3% | +0.3% |
| 6M | +12.1% | -2.0% | +14.1% | +12.3% |
| YTD | +8.9% | +54.7% | -45.8% | +9.4% |
| 1Y | +7.5% | +48.8% | -41.3% | +8.0% |
| 3Y | -10.7% | +607.8% | -618.5% | -10.7% |
| 5Y | -13.2% | -52.7% | +39.5% | -14.3% |
| All | +8.4% | -65.5% | +73.9% | +5.1% |
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