-13.7%
KMB vs OUST
+33.5%
-47.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.5% |
| 7D | -3.0% | +5.2% | -8.3% | -2.9% |
| 30D | -5.5% | -19.3% | +13.8% | -6.1% |
| 3M | +14.0% | -22.6% | +36.6% | +13.7% |
| 6M | +4.1% | +62.8% | -58.7% | +4.6% |
| YTD | +8.0% | +68.3% | -60.3% | +8.7% |
| 1Y | -13.7% | +28.5% | -42.3% | -12.5% |
| All | -13.7% | +33.5% | -47.2% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling