+56.4%
KKR vs OUST
+594.6%
-538.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.5% | +9.4% | +1.9% |
| 7D | +1.6% | -3.8% | +5.4% | +2.0% |
| 30D | +14.5% | +5.1% | +9.5% | +13.1% |
| 3M | -15.0% | -25.8% | +10.9% | -12.9% |
| 6M | +1.0% | -2.0% | +3.0% | -2.9% |
| YTD | -22.6% | +54.7% | -77.4% | -31.4% |
| 1Y | -18.2% | +48.8% | -67.0% | -27.3% |
| 3Y | +56.4% | +607.8% | -551.4% | +15.7% |
| All | +56.4% | +594.6% | -538.2% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling