-62.3%
OUST vs KIM
+171.9%
-234.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.9% |
| 7D | +19.9% | -0.7% | +20.6% | +20.4% |
| 30D | +3.6% | +13.4% | -9.8% | -3.7% |
| 3M | -20.6% | +6.5% | -27.2% | -23.6% |
| 6M | +35.1% | +10.6% | +24.5% | +24.6% |
| YTD | +69.1% | +29.9% | +39.2% | +40.4% |
| 1Y | +49.9% | +29.6% | +20.4% | +24.3% |
| 3Y | +642.4% | +64.1% | +578.3% | +441.6% |
| 5Y | -48.3% | +35.3% | -83.6% | -58.1% |
| All | -62.3% | +171.9% | -234.1% | -69.9% |
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