+9.8%
KHC vs OUST
-65.4%
+75.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +15.7% | -12.0% | +4.0% |
| 7D | +6.6% | -0.2% | +6.8% | +6.6% |
| 30D | +16.5% | -24.0% | +40.5% | +16.2% |
| 3M | -3.0% | -29.9% | +26.9% | -3.2% |
| 6M | +17.4% | +19.1% | -1.8% | +17.7% |
| YTD | +10.3% | +55.0% | -44.7% | +10.8% |
| 1Y | +12.5% | +21.2% | -8.7% | +12.9% |
| 3Y | -9.6% | +626.0% | -635.6% | -9.7% |
| 5Y | -12.0% | -51.6% | +39.6% | -13.1% |
| All | +9.8% | -65.4% | +75.2% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling