+607.8%
OUST vs KIM
+65.6%
+542.3%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.4% | -8.9% | -8.7% |
| 7D | -3.8% | +0.1% | -3.9% | -3.8% |
| 30D | +5.1% | +14.1% | -9.1% | -2.8% |
| 3M | -25.8% | +6.0% | -31.8% | -28.3% |
| 6M | -2.0% | +13.2% | -15.3% | -12.2% |
| YTD | +54.7% | +30.4% | +24.3% | +21.0% |
| 1Y | +48.8% | +31.0% | +17.8% | +15.2% |
| 3Y | +607.8% | +67.6% | +540.2% | +279.3% |
| All | +607.8% | +65.6% | +542.3% | +279.3% |
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