+103.2%
TOST vs KIM
+57.8%
+45.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.1% |
| 7D | +9.4% | +4.1% | +5.4% | +6.8% |
| 30D | +13.5% | +16.8% | -3.3% | +2.8% |
| 3M | -0.1% | +5.7% | -5.8% | -3.7% |
| 6M | +22.5% | +9.7% | +12.8% | +14.6% |
| YTD | -2.4% | +30.2% | -32.6% | -19.8% |
| 1Y | -4.7% | +32.1% | -36.8% | -22.6% |
| 3Y | +103.2% | +58.6% | +44.6% | +41.8% |
| All | +103.2% | +57.8% | +45.4% | +41.8% |
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 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