-7.7%
KMB vs OUST
-60.2%
+52.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +10.8% | -7.6% | +3.4% |
| 7D | +3.4% | +36.7% | -33.3% | +3.8% |
| 30D | +14.7% | -3.3% | +18.0% | +14.7% |
| 3M | +3.3% | -11.1% | +14.4% | +3.3% |
| 6M | +16.8% | +53.1% | -36.3% | +17.6% |
| YTD | +15.2% | +78.2% | -63.0% | +16.2% |
| 1Y | +13.3% | +50.0% | -36.7% | +14.2% |
| 3Y | +5.4% | +836.2% | -830.7% | +7.9% |
| 5Y | +2.7% | -50.0% | +52.7% | -1.7% |
| All | -7.7% | -60.2% | +52.5% | -13.5% |
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 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