+212.1%
KLAC vs OUST
+692.9%
-480.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +7.5% | +14.0% | -6.5% | +4.9% |
| 30D | -15.3% | +2.5% | -17.9% | -16.1% |
| 3M | -19.6% | -15.3% | -4.3% | -17.8% |
| 6M | -12.5% | +42.6% | -55.1% | -18.6% |
| YTD | +33.0% | +76.6% | -43.6% | +18.5% |
| 1Y | +35.9% | +54.1% | -18.1% | +22.9% |
| All | +212.1% | +692.9% | -480.8% | +120.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling