+708.0%
OUST vs KMX
-13.7%
+721.7%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | +14.0% | -2.3% | +16.2% | +15.3% |
| 30D | +2.5% | +6.3% | -3.8% | -0.7% |
| 3M | -15.3% | -7.4% | -7.9% | -13.4% |
| 6M | +42.6% | +37.9% | +4.7% | +19.3% |
| YTD | +76.6% | +39.5% | +37.2% | +42.0% |
| 1Y | +54.1% | +57.9% | -3.8% | +15.2% |
| All | +708.0% | -13.7% | +721.7% | +620.9% |
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