+22.5%
KRE vs OUST
+40.1%
-17.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.5% | +8.8% | +0.6% |
| 7D | +0.7% | -3.8% | +4.5% | +0.9% |
| 30D | +6.1% | +5.1% | +1.1% | +5.8% |
| 3M | -5.9% | -25.8% | +19.9% | -5.1% |
| 6M | +9.6% | -2.0% | +11.6% | +8.0% |
| YTD | +14.2% | +54.7% | -40.5% | +7.3% |
| 1Y | +22.5% | +48.8% | -26.3% | +15.1% |
| All | +22.5% | +40.1% | -17.6% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling