+118.7%
KRE vs OUST
-61.4%
+180.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -1.5% |
| 7D | +2.3% | +12.7% | -10.4% | +1.2% |
| 30D | -2.5% | -13.6% | +11.1% | -1.4% |
| 3M | +6.2% | -8.3% | +14.5% | +5.0% |
| 6M | +15.8% | +85.0% | -69.1% | +5.0% |
| YTD | +16.0% | +73.2% | -57.2% | +5.3% |
| 1Y | +16.2% | +32.5% | -16.3% | +7.1% |
| 3Y | +86.4% | +643.8% | -557.4% | +32.1% |
| 5Y | +33.0% | -52.1% | +85.1% | +10.0% |
| All | +118.7% | -61.4% | +180.1% | +85.1% |
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 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