+62.9%
KNX vs OUST
-60.2%
+123.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +10.8% | -5.6% | +4.4% |
| 7D | -0.3% | +36.7% | -37.0% | -2.8% |
| 30D | -4.7% | -3.3% | -1.4% | -4.8% |
| 3M | -12.0% | -11.1% | -0.9% | -11.8% |
| 6M | -3.5% | +53.1% | -56.6% | -8.8% |
| YTD | +18.6% | +78.2% | -59.7% | +10.0% |
| 1Y | +34.3% | +50.0% | -15.7% | +25.9% |
| 3Y | +28.8% | +836.2% | -807.4% | -1.7% |
| 5Y | +9.6% | -50.0% | +59.6% | -7.2% |
| All | +62.9% | -60.2% | +123.2% | +36.3% |
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