+31.2%
KKR vs OUST
-53.0%
+84.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.5% | +9.4% | +2.0% |
| 7D | +1.6% | -3.8% | +5.4% | +2.0% |
| 30D | +14.5% | +5.1% | +9.5% | +12.9% |
| 3M | -15.0% | -25.8% | +10.9% | -12.6% |
| 6M | +1.0% | -2.0% | +3.0% | -3.5% |
| YTD | -22.6% | +54.7% | -77.4% | -32.3% |
| 1Y | -18.2% | +48.8% | -67.0% | -28.2% |
| 3Y | +56.4% | +607.8% | -551.4% | -3.8% |
| All | +31.2% | -53.0% | +84.3% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling