+282.3%
OUST vs KRMN
+53.0%
+229.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.6% | +10.2% | +10.6% |
| 7D | +36.7% | +17.3% | +19.4% | +24.5% |
| 30D | -3.3% | +40.8% | -44.2% | -19.6% |
| 3M | -11.1% | -21.2% | +10.0% | -3.9% |
| 6M | +53.1% | -24.6% | +77.6% | +63.4% |
| YTD | +78.2% | -37.3% | +115.5% | +107.3% |
| 1Y | +50.0% | -35.1% | +85.1% | +71.0% |
| All | +282.3% | +53.0% | +229.3% | +230.3% |
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