+28.5%
OUST vs KIM
+9.1%
+19.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.2% |
| 7D | +5.2% | -0.8% | +6.0% | +5.0% |
| 30D | -19.3% | -5.1% | -14.2% | -20.7% |
| 3M | -22.6% | -0.6% | -22.0% | -25.6% |
| 6M | +62.8% | +2.4% | +60.4% | +54.6% |
| YTD | +68.3% | +19.0% | +49.3% | +46.4% |
| 1Y | +28.5% | +8.4% | +20.1% | +26.2% |
| All | +28.5% | +9.1% | +19.4% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling