-60.6%
OUST vs KIM
+173.6%
-234.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +14.0% | -1.0% | +15.0% | +14.7% |
| 30D | +2.5% | +14.8% | -12.2% | -5.3% |
| 3M | -15.3% | +8.1% | -23.5% | -19.2% |
| 6M | +42.6% | +11.7% | +30.9% | +30.8% |
| YTD | +76.6% | +30.7% | +45.9% | +46.1% |
| 1Y | +54.1% | +29.7% | +24.3% | +27.7% |
| 3Y | +675.3% | +65.1% | +610.2% | +463.5% |
| 5Y | -45.1% | +34.7% | -79.7% | -55.6% |
| All | -60.6% | +173.6% | -234.2% | -68.7% |
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