-61.8%
KWEB vs OUST
-65.5%
+3.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.5% | +8.6% | +1.2% |
| 7D | -7.8% | -3.8% | -4.1% | -7.5% |
| 30D | -6.4% | +5.1% | -11.5% | -7.7% |
| 3M | -14.6% | -25.8% | +11.2% | -12.5% |
| 6M | -25.0% | -2.0% | -23.0% | -28.6% |
| YTD | -32.7% | +54.7% | -87.4% | -40.9% |
| 1Y | -37.3% | +48.8% | -86.1% | -44.9% |
| 3Y | -5.9% | +607.8% | -613.7% | -44.8% |
| 5Y | -47.1% | -52.7% | +5.6% | -53.6% |
| All | -61.8% | -65.5% | +3.7% | -63.5% |
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 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