+234.2%
KMI vs OUST
-68.5%
+302.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -9.0% | +4.8% | -3.9% |
| 7D | -10.3% | -5.0% | -5.3% | -10.2% |
| 30D | -5.3% | -32.0% | +26.7% | -4.3% |
| 3M | -2.1% | -32.4% | +30.2% | -1.2% |
| 6M | -4.8% | +6.7% | -11.5% | -6.6% |
| YTD | +14.0% | +41.0% | -27.1% | +10.1% |
| 1Y | +20.9% | +18.0% | +2.9% | +17.5% |
| 3Y | +105.3% | +560.6% | -455.4% | +78.8% |
| 5Y | +131.8% | -55.1% | +187.0% | +112.9% |
| All | +234.2% | -68.5% | +302.8% | +201.0% |
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