-64.1%
OUST vs KMX
-46.8%
-17.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -2.1% | +16.1% | +15.0% |
| 7D | +17.0% | -7.4% | +24.4% | +21.3% |
| 30D | -16.5% | -3.4% | -13.1% | -15.6% |
| 3M | -23.7% | -11.3% | -12.3% | -20.3% |
| 6M | +18.4% | +30.6% | -12.2% | +0.9% |
| YTD | +60.8% | +33.2% | +27.6% | +32.4% |
| 1Y | +44.2% | +66.7% | -22.5% | +5.2% |
| 3Y | +668.1% | -22.1% | +690.2% | +696.0% |
| 5Y | -48.8% | -66.7% | +17.9% | -41.9% |
| All | -64.1% | -46.8% | -17.3% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling