-58.7%
KWEB vs OUST
-62.6%
+3.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -1.9% |
| 7D | -3.6% | +4.0% | -7.6% | -4.1% |
| 30D | -14.9% | -14.0% | -0.9% | -13.5% |
| 3M | -5.4% | -5.9% | +0.5% | -7.5% |
| 6M | -18.9% | +76.4% | -95.2% | -28.7% |
| YTD | -27.2% | +67.5% | -94.7% | -36.1% |
| 1Y | -34.2% | +27.1% | -61.3% | -41.1% |
| 3Y | +0.6% | +619.0% | -618.4% | -40.7% |
| 5Y | -43.5% | -54.9% | +11.4% | -49.7% |
| All | -58.7% | -62.6% | +3.9% | -60.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling