+119.3%
KMI vs OUST
+692.9%
-573.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.2% | +14.0% | -13.7% | -0.1% |
| 30D | -3.7% | +2.5% | -6.2% | -3.8% |
| 3M | +1.2% | -15.3% | +16.6% | +1.5% |
| 6M | -0.3% | +42.6% | -42.9% | -2.9% |
| YTD | +19.2% | +76.6% | -57.4% | +14.4% |
| 1Y | +21.7% | +54.1% | -32.4% | +17.3% |
| All | +119.3% | +692.9% | -573.6% | +86.5% |
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 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