+211.3%
KKR vs OUST
-61.4%
+272.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.8% | -2.2% |
| 7D | -0.6% | +12.7% | -13.4% | -2.2% |
| 30D | +3.0% | -13.6% | +16.7% | +4.7% |
| 3M | +13.6% | -8.3% | +21.9% | +11.9% |
| 6M | +16.2% | +85.0% | -68.7% | +1.9% |
| YTD | -16.6% | +73.2% | -89.8% | -26.5% |
| 1Y | -23.2% | +32.5% | -55.7% | -30.8% |
| 3Y | +71.7% | +643.8% | -572.1% | +11.1% |
| 5Y | +74.8% | -52.1% | +126.9% | +44.0% |
| All | +211.3% | -61.4% | +272.6% | +167.2% |
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