+105.8%
KO vs OUST
-62.4%
+168.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.8% |
| 7D | -1.8% | +5.2% | -7.0% | -1.7% |
| 30D | +1.4% | -19.3% | +20.7% | +1.2% |
| 3M | +15.4% | -22.6% | +38.0% | +15.3% |
| 6M | +14.3% | +62.8% | -48.5% | +15.0% |
| YTD | +27.7% | +68.3% | -40.7% | +28.5% |
| 1Y | +32.7% | +28.5% | +4.1% | +33.5% |
| 3Y | +62.2% | +554.0% | -491.8% | +62.7% |
| 5Y | +80.0% | -56.2% | +136.2% | +76.9% |
| All | +105.8% | -62.4% | +168.2% | +100.3% |
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 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