+668.1%
OUST vs KIM
+57.8%
+610.3%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.4% | +14.4% | +14.3% |
| 7D | +17.0% | +4.1% | +12.9% | +14.5% |
| 30D | -16.5% | +16.8% | -33.3% | -24.3% |
| 3M | -23.7% | +5.7% | -29.4% | -26.2% |
| 6M | +18.4% | +9.7% | +8.7% | +8.1% |
| YTD | +60.8% | +30.2% | +30.6% | +24.6% |
| 1Y | +44.2% | +32.1% | +12.1% | +9.6% |
| 3Y | +668.1% | +58.6% | +609.5% | +330.8% |
| All | +668.1% | +57.8% | +610.3% | +330.8% |
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