+87.7%
KNX vs OUST
-61.4%
+149.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.6% | -1.9% |
| 7D | +6.4% | +12.7% | -6.3% | +5.4% |
| 30D | +1.4% | -13.6% | +15.0% | +2.4% |
| 3M | -12.0% | -8.3% | -3.7% | -12.6% |
| 6M | +25.2% | +85.0% | -59.8% | +16.8% |
| YTD | +36.6% | +73.2% | -36.7% | +27.7% |
| 1Y | +67.6% | +32.5% | +35.1% | +58.1% |
| 3Y | +40.8% | +643.8% | -603.0% | +9.7% |
| 5Y | +43.3% | -52.1% | +95.5% | +22.3% |
| All | +87.7% | -61.4% | +149.0% | +58.2% |
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