+39.2%
KR vs OUST
+554.0%
-514.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | +0.2% |
| 7D | +1.5% | +5.2% | -3.7% | +1.7% |
| 30D | +4.1% | -19.3% | +23.3% | +3.4% |
| 3M | -5.2% | -22.6% | +17.4% | -5.2% |
| 6M | -12.8% | +62.8% | -75.6% | -10.8% |
| YTD | -4.6% | +68.3% | -73.0% | -2.4% |
| 1Y | -11.7% | +28.5% | -40.2% | -9.8% |
| All | +39.2% | +554.0% | -514.9% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling