+116.4%
KRE vs OUST
-60.6%
+177.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +0.3% | +31.9% | -31.6% | -2.4% |
| 30D | +5.9% | -4.2% | +10.1% | +5.8% |
| 3M | -3.3% | -9.3% | +6.0% | -3.3% |
| 6M | +5.8% | +51.7% | -45.8% | -2.1% |
| YTD | +14.7% | +76.6% | -61.9% | +3.3% |
| 1Y | +22.0% | +48.9% | -26.9% | +11.4% |
| 3Y | +91.6% | +675.3% | -583.6% | +34.9% |
| 5Y | +13.0% | -44.0% | +57.0% | -8.0% |
| All | +116.4% | -60.6% | +177.0% | +81.5% |
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 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