+54.9%
KNX vs OUST
-64.1%
+119.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +14.0% | -15.8% | -2.8% |
| 7D | -3.9% | +17.0% | -20.9% | -5.2% |
| 30D | -8.2% | -16.5% | +8.3% | -7.3% |
| 3M | -15.4% | -23.7% | +8.2% | -14.4% |
| 6M | -8.6% | +18.4% | -27.0% | -12.0% |
| YTD | +12.7% | +60.8% | -48.1% | +5.4% |
| 1Y | +33.4% | +44.2% | -10.8% | +25.4% |
| 3Y | +19.6% | +668.1% | -648.5% | -7.4% |
| 5Y | +7.3% | -48.8% | +56.2% | -8.6% |
| All | +54.9% | -64.1% | +119.0% | +30.5% |
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