+125.7%
KO vs OUST
-60.2%
+185.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.8% | -10.5% | +0.6% |
| 7D | +0.2% | +36.7% | -36.5% | +0.8% |
| 30D | +9.1% | -3.3% | +12.4% | +9.2% |
| 3M | +11.0% | -11.1% | +22.1% | +11.0% |
| 6M | +24.0% | +53.1% | -29.1% | +24.9% |
| YTD | +40.0% | +78.2% | -38.2% | +41.3% |
| 1Y | +39.7% | +50.0% | -10.3% | +40.9% |
| 3Y | +84.8% | +836.2% | -751.4% | +85.8% |
| 5Y | +96.8% | -50.0% | +146.8% | +93.9% |
| All | +125.7% | -60.2% | +185.9% | +120.3% |
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