+89.0%
KR vs OUST
-61.4%
+150.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -2.3% |
| 7D | -1.3% | +12.7% | -14.0% | -1.0% |
| 30D | +1.5% | -13.6% | +15.1% | +1.2% |
| 3M | -8.5% | -8.3% | -0.2% | -8.3% |
| 6M | -21.9% | +85.0% | -106.8% | -20.7% |
| YTD | -6.9% | +73.2% | -80.1% | -5.5% |
| 1Y | -14.0% | +32.5% | -46.4% | -12.8% |
| 3Y | +30.3% | +643.8% | -613.6% | +33.4% |
| 5Y | +37.7% | -52.1% | +89.8% | +35.0% |
| All | +89.0% | -61.4% | +150.3% | +78.9% |
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