-48.3%
OUST vs KMX
-65.0%
+16.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.4% | -1.8% | -2.9% |
| 7D | +19.9% | 0.0% | +20.0% | +20.0% |
| 30D | +3.6% | +3.5% | +0.1% | +1.0% |
| 3M | -20.6% | -10.4% | -10.2% | -16.9% |
| 6M | +35.1% | +37.6% | -2.6% | +8.7% |
| YTD | +69.1% | +36.1% | +33.1% | +32.0% |
| 1Y | +49.9% | +52.8% | -2.8% | +8.1% |
| 3Y | +642.4% | -17.0% | +659.4% | +627.5% |
| 5Y | -48.3% | -64.7% | +16.4% | -24.0% |
| All | -48.3% | -65.0% | +16.7% | -24.0% |
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