+7.3%
KHC vs OUST
-62.4%
+69.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.7% |
| 7D | -1.8% | +5.2% | -7.0% | -1.7% |
| 30D | -1.9% | -19.3% | +17.4% | -2.1% |
| 3M | +14.4% | -22.6% | +37.0% | +14.4% |
| 6M | +8.7% | +62.8% | -54.1% | +9.2% |
| YTD | +7.8% | +68.3% | -60.6% | +8.3% |
| 1Y | -1.5% | +28.5% | -30.1% | -1.1% |
| 3Y | -9.9% | +554.0% | -563.9% | -10.0% |
| 5Y | -10.7% | -56.2% | +45.5% | -12.1% |
| All | +7.3% | -62.4% | +69.7% | +3.9% |
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