+3.0%
KWEB vs OUST
+645.3%
-642.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.6% | -2.9% |
| 7D | -1.3% | +12.7% | -14.0% | -2.3% |
| 30D | -11.5% | -13.6% | +2.1% | -10.6% |
| 3M | -2.9% | -8.3% | +5.4% | -4.0% |
| 6M | -14.6% | +85.0% | -99.6% | -21.9% |
| YTD | -25.5% | +73.2% | -98.8% | -31.8% |
| 1Y | -31.1% | +32.5% | -63.6% | -36.1% |
| 3Y | +3.0% | +643.8% | -640.9% | -25.7% |
| All | +3.0% | +645.3% | -642.4% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling