+577.1%
OUST vs KIM
+46.3%
+530.8%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.8% | +1.8% |
| 7D | +5.2% | +0.4% | +4.8% | +4.8% |
| 30D | -19.3% | -4.0% | -15.3% | -17.1% |
| 3M | -22.6% | +0.5% | -23.2% | -25.4% |
| 6M | +62.8% | +3.6% | +59.2% | +52.8% |
| YTD | +68.3% | +20.4% | +47.9% | +36.0% |
| 1Y | +28.5% | +9.7% | +18.8% | +13.9% |
| All | +577.1% | +46.3% | +530.8% | +295.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling