-32.7%
KWEB vs OUST
+33.8%
-66.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.6% | -2.9% |
| 7D | -1.3% | +12.7% | -14.0% | -2.1% |
| 30D | -11.5% | -13.6% | +2.1% | -10.8% |
| 3M | -2.9% | -8.3% | +5.4% | -4.2% |
| 6M | -14.6% | +85.0% | -99.6% | -23.2% |
| YTD | -25.5% | +73.2% | -98.8% | -32.9% |
| All | -32.7% | +33.8% | -66.5% | -38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling