+259.2%
OUST vs KRMN
+17.4%
+241.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -11.3% | +7.9% | +1.9% |
| 7D | +4.0% | -12.9% | +16.9% | +10.6% |
| 30D | -14.0% | -43.3% | +29.4% | +12.0% |
| 3M | -5.9% | -27.2% | +21.3% | +7.5% |
| 6M | +76.4% | -66.8% | +143.2% | +182.7% |
| YTD | +67.5% | -51.9% | +119.3% | +127.0% |
| 1Y | +27.1% | -43.7% | +70.8% | +63.9% |
| All | +259.2% | +17.4% | +241.8% | +261.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling