-62.4%
OUST vs KMX
-34.6%
-27.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +29.2% |
| YTD | +68.3% | +63.8% | +4.6% | +27.0% |
| 1Y | +28.5% | +3.8% | +24.7% | +19.6% |
| 3Y | +554.0% | -24.3% | +578.3% | +591.1% |
| 5Y | -56.2% | -50.2% | -6.0% | -52.5% |
| All | -62.4% | -34.6% | -27.8% | -50.6% |
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