+124.9%
KO vs OUST
-64.1%
+189.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +14.0% | -14.1% | +0.2% |
| 7D | +1.7% | +17.0% | -15.3% | +2.0% |
| 30D | +11.5% | -16.5% | +28.0% | +11.3% |
| 3M | +10.8% | -23.7% | +34.5% | +10.6% |
| 6M | +22.3% | +18.4% | +3.9% | +22.8% |
| YTD | +39.5% | +60.8% | -21.3% | +40.6% |
| 1Y | +42.2% | +44.2% | -2.0% | +43.2% |
| 3Y | +83.1% | +668.1% | -585.0% | +83.8% |
| 5Y | +94.8% | -48.8% | +143.7% | +92.1% |
| All | +124.9% | -64.1% | +189.0% | +119.1% |
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 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