+231.7%
KMI vs OUST
-64.1%
+295.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +14.0% | -14.8% | -1.2% |
| 7D | -10.8% | +17.0% | -27.8% | -11.2% |
| 30D | -5.0% | -16.5% | +11.5% | -4.6% |
| 3M | -3.4% | -23.7% | +20.3% | -2.8% |
| 6M | -3.4% | +18.4% | -21.8% | -5.5% |
| YTD | +13.1% | +60.8% | -47.7% | +8.8% |
| 1Y | +19.0% | +44.2% | -25.2% | +14.9% |
| 3Y | +106.1% | +668.1% | -562.0% | +78.7% |
| 5Y | +130.1% | -48.8% | +178.9% | +110.3% |
| All | +231.7% | -64.1% | +295.8% | +197.4% |
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