-53.8%
OUST vs KMX
-50.1%
-3.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.6% | +1.1% |
| 7D | +5.2% | +1.9% | +3.3% | +4.2% |
| 30D | -19.3% | +11.7% | -30.9% | -24.4% |
| 3M | -22.6% | +34.9% | -57.5% | -35.5% |
| 6M | +62.8% | +50.3% | +12.5% | +24.1% |
| YTD | +68.3% | +63.8% | +4.6% | +20.7% |
| 1Y | +28.5% | +3.8% | +24.7% | +18.3% |
| 3Y | +554.0% | -24.3% | +578.3% | +598.4% |
| All | -53.8% | -50.1% | -3.8% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling