+65.4%
KNX vs OUST
+33.5%
+31.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.3% |
| 7D | +7.1% | +5.2% | +1.8% | +6.6% |
| 30D | +1.7% | -19.3% | +20.9% | +3.2% |
| 3M | -8.1% | -22.6% | +14.5% | -7.4% |
| 6M | +14.0% | +62.8% | -48.7% | +6.9% |
| YTD | +38.5% | +68.3% | -29.8% | +30.0% |
| 1Y | +65.4% | +28.5% | +36.9% | +51.9% |
| All | +65.4% | +33.5% | +31.9% | +51.9% |
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 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