+271.6%
OUST vs KRMN
+32.3%
+239.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.3% |
| 7D | +12.7% | -3.4% | +16.1% | +14.5% |
| 30D | -13.6% | -31.8% | +18.2% | +3.3% |
| 3M | -8.3% | -20.0% | +11.8% | +0.6% |
| 6M | +85.0% | -60.5% | +145.5% | +174.0% |
| YTD | +73.2% | -45.8% | +119.0% | +122.7% |
| 1Y | +32.5% | -36.4% | +68.8% | +61.9% |
| All | +271.6% | +32.3% | +239.3% | +254.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling