-53.8%
OUST vs KIM
+34.4%
-88.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.8% | +1.8% |
| 7D | +5.2% | +0.4% | +4.8% | +4.7% |
| 30D | -19.3% | -4.0% | -15.3% | -16.6% |
| 3M | -22.6% | +0.5% | -23.2% | -25.4% |
| 6M | +62.8% | +3.6% | +59.2% | +52.5% |
| YTD | +68.3% | +20.4% | +47.9% | +34.8% |
| 1Y | +28.5% | +9.7% | +18.8% | +13.0% |
| 3Y | +554.0% | +46.0% | +508.1% | +324.6% |
| All | -53.8% | +34.4% | -88.3% | -65.7% |
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