-21.9%
KVUE vs OUST
+910.5%
-932.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.8% | -1.9% |
| 7D | -1.9% | +12.7% | -14.6% | -1.9% |
| 30D | -3.3% | -13.6% | +10.3% | -3.3% |
| 3M | +6.0% | -8.3% | +14.2% | +5.9% |
| 6M | +2.3% | +85.0% | -82.6% | +1.5% |
| YTD | +10.3% | +73.2% | -62.9% | +9.4% |
| 1Y | +4.6% | +32.5% | -27.9% | +4.1% |
| 3Y | -2.2% | +643.8% | -646.1% | -6.7% |
| All | -21.9% | +910.5% | -932.4% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling