-18.0%
KVUE vs OUST
+701.6%
-719.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.9% | +15.7% | +4.2% | +19.5% |
| 7D | +19.9% | +15.7% | +4.2% | +19.5% |
| 30D | +19.9% | +15.7% | +4.2% | +19.5% |
| 3M | +19.9% | +15.7% | +4.2% | +19.5% |
| 6M | +19.9% | +15.7% | +4.2% | +19.5% |
| YTD | +19.9% | +15.7% | +4.2% | +19.5% |
| 1Y | +42.1% | -8.0% | +50.1% | +42.0% |
| 3Y | +17.3% | +682.6% | -665.3% | +12.2% |
| All | -18.0% | +701.6% | -719.6% | -21.6% |
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