-14.0%
KR vs OUST
+34.0%
-48.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -2.1% |
| 7D | -1.3% | +12.7% | -14.0% | -0.3% |
| 30D | +1.5% | -13.6% | +15.1% | +0.5% |
| 3M | -8.5% | -8.3% | -0.2% | -7.4% |
| 6M | -21.9% | +85.0% | -106.8% | -16.2% |
| YTD | -6.9% | +73.2% | -80.1% | -0.5% |
| 1Y | -14.0% | +32.5% | -46.4% | -7.5% |
| All | -14.0% | +34.0% | -48.0% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling