+130.6%
KR vs OUST
-62.3%
+192.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +0.3% |
| 7D | +0.5% | +19.9% | -19.4% | +1.1% |
| 30D | +14.9% | +3.6% | +11.3% | +15.3% |
| 3M | +25.4% | -20.6% | +46.0% | +25.1% |
| 6M | +9.3% | +35.1% | -25.7% | +10.7% |
| YTD | +13.7% | +69.1% | -55.5% | +15.6% |
| 1Y | +9.2% | +49.9% | -40.8% | +11.0% |
| 3Y | +70.1% | +642.4% | -572.3% | +74.5% |
| 5Y | +82.5% | -48.3% | +130.8% | +79.5% |
| All | +130.6% | -62.3% | +192.9% | +118.8% |
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 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