+149.8%
TOST vs KIM
+62.3%
+87.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.4% |
| 7D | +4.0% | +2.8% | +1.2% | +2.3% |
| 30D | +11.1% | +16.3% | -5.3% | +1.0% |
| 3M | +0.8% | +6.6% | -5.8% | -3.2% |
| 6M | +38.8% | +12.3% | +26.5% | +28.0% |
| YTD | -2.1% | +31.6% | -33.6% | -19.9% |
| 1Y | -6.0% | +31.5% | -37.5% | -23.2% |
| 3Y | +149.8% | +68.0% | +81.8% | +71.4% |
| All | +149.8% | +62.3% | +87.5% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling