+1.6%
KMB vs OUST
+626.4%
-624.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +14.0% | -15.8% | -1.6% |
| 7D | +0.5% | +17.0% | -16.5% | +0.7% |
| 30D | +12.4% | -16.5% | +28.9% | +12.2% |
| 3M | +1.0% | -23.7% | +24.6% | +0.8% |
| 6M | +12.1% | +18.4% | -6.2% | +12.5% |
| YTD | +11.6% | +60.8% | -49.2% | +12.2% |
| 1Y | +13.1% | +44.2% | -31.1% | +13.7% |
| 3Y | +1.6% | +668.1% | -666.5% | -1.1% |
| All | +1.6% | +626.4% | -624.8% | -1.1% |
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