+278.8%
OUST vs KRMN
+49.0%
+229.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.7% |
| 7D | +14.0% | +30.8% | -16.8% | +0.4% |
| 30D | +2.5% | +40.2% | -37.6% | -14.8% |
| 3M | -15.3% | -27.8% | +12.5% | -4.6% |
| 6M | +42.6% | -24.0% | +66.6% | +51.6% |
| YTD | +76.6% | -38.9% | +115.5% | +107.5% |
| 1Y | +54.1% | -35.6% | +89.6% | +76.3% |
| All | +278.8% | +49.0% | +229.8% | +230.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling