-9.0%
KMB vs OUST
-68.5%
+59.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.0% | +10.5% | +1.4% |
| 7D | +0.4% | -5.0% | +5.4% | +0.3% |
| 30D | +14.1% | -32.0% | +46.2% | +13.7% |
| 3M | -0.5% | -32.4% | +31.8% | -0.9% |
| 6M | +16.6% | +6.7% | +9.9% | +16.9% |
| YTD | +13.7% | +41.0% | -27.3% | +14.3% |
| 1Y | +16.1% | +18.0% | -1.9% | +16.6% |
| 3Y | +4.7% | +560.6% | -555.9% | +6.6% |
| 5Y | +1.5% | -55.1% | +56.7% | -2.6% |
| All | -9.0% | -68.5% | +59.6% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling