+77.3%
KKR vs OUST
+554.0%
-476.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.1% |
| 7D | -0.9% | +5.2% | -6.1% | -1.5% |
| 30D | +2.2% | -19.3% | +21.4% | +4.6% |
| 3M | +13.1% | -22.6% | +35.7% | +13.7% |
| 6M | +15.3% | +62.8% | -47.5% | +2.9% |
| YTD | -15.0% | +68.3% | -83.4% | -24.8% |
| 1Y | -21.0% | +28.5% | -49.5% | -28.5% |
| All | +77.3% | +554.0% | -476.7% | +21.9% |
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 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