+577.1%
OUST vs KMX
-23.7%
+600.9%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.6% | +1.2% |
| 7D | +5.2% | +1.9% | +3.3% | +4.3% |
| 30D | -19.3% | +11.7% | -30.9% | -23.7% |
| 3M | -22.6% | +34.9% | -57.5% | -33.8% |
| 6M | +62.8% | +50.3% | +12.5% | +28.8% |
| YTD | +68.3% | +63.8% | +4.6% | +26.3% |
| 1Y | +28.5% | +3.8% | +24.7% | +21.6% |
| All | +577.1% | -23.7% | +600.9% | +502.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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