-59.9%
KWEB vs OUST
-60.6%
+0.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | +3.4% | +31.9% | -28.5% | -0.6% |
| 30D | -3.5% | -4.2% | +0.7% | -3.7% |
| 3M | -17.4% | -9.3% | -8.1% | -17.5% |
| 6M | -18.6% | +51.7% | -70.2% | -27.0% |
| YTD | -29.3% | +76.6% | -106.0% | -39.0% |
| 1Y | -35.9% | +48.9% | -84.8% | -43.6% |
| 3Y | -0.1% | +675.3% | -675.3% | -41.8% |
| 5Y | -41.2% | -44.0% | +2.9% | -49.5% |
| All | -59.9% | -60.6% | +0.7% | -62.3% |
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