+83.1%
KO vs OUST
+626.4%
-543.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +14.0% | -14.1% | +0.4% |
| 7D | +1.7% | +17.0% | -15.3% | +2.3% |
| 30D | +11.5% | -16.5% | +28.0% | +11.1% |
| 3M | +10.8% | -23.7% | +34.5% | +10.3% |
| 6M | +22.3% | +18.4% | +3.9% | +23.6% |
| YTD | +39.5% | +60.8% | -21.3% | +42.3% |
| 1Y | +42.2% | +44.2% | -2.0% | +44.9% |
| 3Y | +83.1% | +668.1% | -585.0% | +87.8% |
| All | +83.1% | +626.4% | -543.3% | +87.8% |
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