+309.5%
KLAC vs OUST
-45.2%
+354.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +7.5% | +14.0% | -6.5% | +5.0% |
| 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% | -19.3% |
| YTD | +33.0% | +76.6% | -43.6% | +16.9% |
| 1Y | +35.9% | +54.1% | -18.1% | +21.7% |
| 3Y | +208.6% | +675.3% | -466.6% | +85.2% |
| 5Y | +309.5% | -45.1% | +354.6% | +314.7% |
| All | +309.5% | -45.2% | +354.7% | +314.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling