+106.4%
KO vs OUST
-61.4%
+167.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | +0.4% |
| 7D | +0.4% | +12.7% | -12.3% | +0.6% |
| 30D | +1.5% | -13.6% | +15.1% | +1.3% |
| 3M | +11.8% | -8.3% | +20.1% | +11.9% |
| 6M | +16.2% | +85.0% | -68.7% | +17.1% |
| YTD | +28.1% | +73.2% | -45.2% | +29.0% |
| 1Y | +34.8% | +32.5% | +2.3% | +35.6% |
| 3Y | +65.5% | +643.8% | -578.4% | +66.0% |
| 5Y | +81.6% | -52.1% | +133.7% | +78.7% |
| All | +106.4% | -61.4% | +167.8% | +101.1% |
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 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