+113.7%
KLAC vs OUST
+33.5%
+80.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.7% | +5.6% | +6.8% |
| 7D | +5.7% | +5.2% | +0.5% | +4.1% |
| 30D | -3.6% | -19.3% | +15.6% | +2.3% |
| 3M | -12.8% | -22.6% | +9.8% | -7.8% |
| 6M | +26.1% | +62.8% | -36.7% | +9.8% |
| YTD | +53.3% | +68.3% | -15.0% | +31.4% |
| 1Y | +113.7% | +28.5% | +85.1% | +87.3% |
| All | +113.7% | +33.5% | +80.2% | +87.3% |
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