+245.3%
KMI vs OUST
-60.6%
+305.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.1% |
| 7D | -5.1% | +31.9% | -37.0% | -6.0% |
| 30D | -3.1% | -4.2% | +1.1% | -3.2% |
| 3M | +0.2% | -9.3% | +9.5% | +0.3% |
| 6M | +1.1% | +51.7% | -50.5% | -1.9% |
| YTD | +17.7% | +76.6% | -58.9% | +13.0% |
| 1Y | +19.6% | +48.9% | -29.3% | +15.4% |
| 3Y | +117.6% | +675.3% | -557.7% | +88.8% |
| 5Y | +143.1% | -44.0% | +187.1% | +121.6% |
| All | +245.3% | -60.6% | +305.9% | +208.7% |
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 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