-44.8%
TOST vs KIM
+48.9%
-93.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +3.0% | +2.8% | +0.2% | +0.6% |
| 30D | +10.3% | +15.9% | -5.6% | -3.0% |
| 3M | -3.3% | +7.8% | -11.1% | -9.4% |
| 6M | +37.8% | +11.9% | +25.9% | +23.8% |
| YTD | -2.8% | +31.0% | -33.8% | -25.2% |
| 1Y | -9.6% | +32.3% | -41.9% | -31.1% |
| 3Y | +144.6% | +65.5% | +79.2% | +44.9% |
| 5Y | -31.0% | +37.2% | -68.2% | -50.0% |
| All | -44.8% | +48.9% | -93.7% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 10y: compounded portfolio wealth divided by compounded KIM 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…
10y analysis · Full analysis span regression · 6 months rolling