-56.6%
KWEB vs OUST
-62.4%
+5.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +1.8% |
| 7D | -1.0% | +5.2% | -6.3% | -1.7% |
| 30D | -8.7% | -19.3% | +10.5% | -6.5% |
| 3M | -4.0% | -22.6% | +18.7% | -3.7% |
| 6M | -13.1% | +62.8% | -75.9% | -22.8% |
| YTD | -23.5% | +68.3% | -91.8% | -32.8% |
| 1Y | -27.2% | +28.5% | -55.7% | -34.9% |
| 3Y | -2.1% | +554.0% | -556.2% | -41.3% |
| 5Y | -40.8% | -56.2% | +15.4% | -47.1% |
| All | -56.6% | -62.4% | +5.9% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling