+36.4%
KR vs OUST
-53.5%
+89.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.4% |
| 7D | -3.1% | +4.0% | -7.1% | -3.0% |
| 30D | +0.6% | -14.0% | +14.6% | +0.3% |
| 3M | -9.8% | -5.9% | -3.9% | -9.5% |
| 6M | -22.1% | +76.4% | -98.5% | -21.1% |
| YTD | -8.1% | +67.5% | -75.6% | -6.9% |
| 1Y | -14.7% | +27.1% | -41.8% | -13.6% |
| 3Y | +28.6% | +619.0% | -590.5% | +30.0% |
| 5Y | +36.4% | -54.9% | +91.3% | +33.9% |
| All | +36.4% | -53.5% | +89.9% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling