+56.7%
TOST vs KIM
+46.3%
+10.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.2% |
| 7D | -3.4% | +0.4% | -3.8% | -3.7% |
| 30D | -2.4% | -4.0% | +1.5% | +0.1% |
| 3M | +34.6% | +0.5% | +34.1% | +33.5% |
| 6M | +15.2% | +3.6% | +11.6% | +11.3% |
| YTD | -4.4% | +20.4% | -24.8% | -17.7% |
| 1Y | -17.4% | +9.7% | -27.1% | -23.8% |
| All | +56.7% | +46.3% | +10.4% | +12.0% |
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