-8.9%
TOST vs KIM
+31.8%
-40.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | +4.0% | +2.8% | +1.2% | +3.2% |
| 30D | +11.1% | +16.3% | -5.3% | +7.1% |
| 3M | +0.8% | +6.6% | -5.8% | -1.4% |
| 6M | +38.8% | +12.3% | +26.5% | +34.5% |
| YTD | -2.1% | +31.6% | -33.6% | -13.1% |
| All | -8.9% | +31.8% | -40.7% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling