+71.4%
KR vs OUST
+594.6%
-523.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.5% | +9.9% | +1.0% |
| 7D | +4.6% | -3.8% | +8.4% | +4.4% |
| 30D | +12.2% | +5.1% | +7.2% | +12.8% |
| 3M | +24.6% | -25.8% | +50.4% | +23.8% |
| 6M | +8.2% | -2.0% | +10.2% | +9.5% |
| YTD | +15.3% | +54.7% | -39.4% | +18.3% |
| 1Y | +9.8% | +48.8% | -39.0% | +12.6% |
| 3Y | +71.4% | +607.8% | -536.5% | +71.9% |
| All | +71.4% | +594.6% | -523.3% | +71.9% |
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 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