+1.2%
KWEB vs OUST
+626.4%
-625.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.0% | -13.5% | -0.6% |
| 7D | +9.4% | +17.0% | -7.6% | +7.9% |
| 30D | +2.3% | -16.5% | +18.8% | +3.3% |
| 3M | -12.3% | -23.7% | +11.3% | -11.2% |
| 6M | -16.4% | +18.4% | -34.8% | -20.4% |
| YTD | -26.9% | +60.8% | -87.7% | -32.9% |
| 1Y | -33.2% | +44.2% | -77.4% | -38.2% |
| 3Y | +1.2% | +668.1% | -666.9% | -25.0% |
| All | +1.2% | +626.4% | -625.2% | -25.0% |
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