+670.9%
KLAC vs OUST
-60.6%
+731.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -2.1% | +31.9% | -33.9% | -7.0% |
| 30D | -21.8% | -4.2% | -17.6% | -21.5% |
| 3M | -20.5% | -9.3% | -11.3% | -19.8% |
| 6M | -18.0% | +51.7% | -69.6% | -24.6% |
| YTD | +26.4% | +76.6% | -50.2% | +12.1% |
| 1Y | +26.3% | +48.9% | -22.6% | +14.5% |
| 3Y | +193.3% | +675.3% | -482.0% | +84.4% |
| 5Y | +297.2% | -44.0% | +341.3% | +229.3% |
| All | +670.9% | -60.6% | +731.5% | +568.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling