-4.7%
TOST vs KIM
+31.1%
-35.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +9.4% | +4.1% | +5.4% | +8.3% |
| 30D | +13.5% | +16.8% | -3.3% | +9.6% |
| 3M | -0.1% | +5.7% | -5.8% | -2.1% |
| 6M | +22.5% | +9.7% | +12.8% | +19.5% |
| YTD | -2.4% | +30.2% | -32.6% | -12.3% |
| 1Y | -4.7% | +32.1% | -36.8% | -15.8% |
| All | -4.7% | +31.1% | -35.8% | -15.8% |
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