+26.2%
KLAC vs OUST
+11.1%
+15.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +15.7% | -19.8% | -9.1% |
| 7D | -5.7% | -0.2% | -5.4% | -6.2% |
| 30D | -27.6% | -24.0% | -3.6% | -21.7% |
| 3M | -23.3% | -29.9% | +6.6% | -15.8% |
| 6M | -12.4% | +19.1% | -31.5% | -18.0% |
| YTD | +23.7% | +55.0% | -31.3% | +4.9% |
| 1Y | +26.2% | +21.2% | +5.0% | +12.6% |
| All | +26.2% | +11.1% | +15.1% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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