+597.8%
KLAC vs OUST
-64.1%
+661.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +14.0% | -7.3% | +4.2% |
| 7D | -12.3% | +17.0% | -29.3% | -14.9% |
| 30D | -29.6% | -16.5% | -13.1% | -27.7% |
| 3M | -28.2% | -23.7% | -4.6% | -25.4% |
| 6M | -23.6% | +18.4% | -41.9% | -27.0% |
| YTD | +14.4% | +60.8% | -46.4% | +3.2% |
| 1Y | +15.4% | +44.2% | -28.8% | +5.4% |
| 3Y | +184.3% | +668.1% | -483.8% | +79.0% |
| 5Y | +248.9% | -48.8% | +297.7% | +193.8% |
| All | +597.8% | -64.1% | +661.9% | +514.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling