+90.9%
KNX vs OUST
-62.4%
+153.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.7% |
| 7D | +7.4% | +5.2% | +2.1% | +7.0% |
| 30D | +2.0% | -19.3% | +21.2% | +3.4% |
| 3M | -7.9% | -22.6% | +14.8% | -7.4% |
| 6M | +14.4% | +62.8% | -48.4% | +7.8% |
| YTD | +38.9% | +68.3% | -29.4% | +30.2% |
| 1Y | +65.9% | +28.5% | +37.3% | +56.8% |
| 3Y | +35.8% | +554.0% | -518.2% | +6.8% |
| 5Y | +43.3% | -56.2% | +99.6% | +22.6% |
| All | +90.9% | -62.4% | +153.3% | +61.3% |
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 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