+112.8%
KMI vs OUST
+554.0%
-441.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | -0.5% | +5.2% | -5.7% | -0.7% |
| 30D | +0.9% | -19.3% | +20.2% | +1.5% |
| 3M | 0.0% | -22.6% | +22.6% | +0.1% |
| 6M | -5.7% | +62.8% | -68.5% | -9.1% |
| YTD | +17.5% | +68.3% | -50.9% | +12.8% |
| 1Y | +22.3% | +28.5% | -6.3% | +17.9% |
| All | +112.8% | +554.0% | -441.2% | +74.8% |
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