+28.5%
OUST vs KRMN
-25.5%
+54.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.4% |
| 7D | +5.2% | -12.3% | +17.5% | +12.1% |
| 30D | -19.3% | -27.5% | +8.2% | -5.3% |
| 3M | -22.6% | -26.5% | +3.9% | -10.6% |
| 6M | +62.8% | -59.6% | +122.3% | +146.9% |
| YTD | +68.3% | -45.4% | +113.7% | +115.8% |
| 1Y | +28.5% | -25.1% | +53.6% | +66.0% |
| All | +28.5% | -25.5% | +54.1% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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