-51.3%
OUST vs KIM
+31.1%
-82.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.4% | +14.4% | +14.4% |
| 7D | +17.0% | +4.1% | +12.9% | +13.3% |
| 30D | -16.5% | +16.8% | -33.3% | -27.6% |
| 3M | -23.7% | +5.7% | -29.4% | -27.7% |
| 6M | +18.4% | +9.7% | +8.7% | +4.8% |
| YTD | +60.8% | +30.2% | +30.6% | +18.3% |
| 1Y | +44.2% | +32.1% | +12.1% | +3.9% |
| 3Y | +668.1% | +58.6% | +609.5% | +346.8% |
| All | -51.3% | +31.1% | -82.4% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling