-64.1%
OUST vs KIM
+172.5%
-236.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.4% | +14.4% | +14.2% |
| 7D | +17.0% | +4.1% | +12.9% | +14.6% |
| 30D | -16.5% | +16.8% | -33.3% | -23.8% |
| 3M | -23.7% | +5.7% | -29.4% | -26.3% |
| 6M | +18.4% | +9.7% | +8.7% | +9.8% |
| YTD | +60.8% | +30.2% | +30.6% | +33.2% |
| 1Y | +44.2% | +32.1% | +12.1% | +18.0% |
| 3Y | +668.1% | +58.6% | +609.5% | +471.1% |
| 5Y | -48.8% | +31.2% | -80.0% | -58.5% |
| All | -64.1% | +172.5% | -236.6% | -71.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling