+91.6%
KRE vs OUST
+729.1%
-637.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +0.3% | +31.9% | -31.6% | -2.2% |
| 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% | +3.1% |
| 1Y | +22.0% | +48.9% | -26.9% | +11.2% |
| 3Y | +91.6% | +675.3% | -583.6% | +21.4% |
| All | +91.6% | +729.1% | -637.5% | +21.4% |
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