-29.5%
TOST vs KIM
+36.8%
-66.3%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.0% |
| 7D | -3.6% | -1.0% | -2.6% | -2.7% |
| 30D | +8.9% | +14.8% | -5.9% | -3.6% |
| 3M | -2.2% | +8.1% | -10.4% | -8.8% |
| 6M | +41.0% | +11.7% | +29.3% | +26.6% |
| YTD | -4.0% | +30.7% | -34.7% | -26.3% |
| 1Y | -9.6% | +29.7% | -39.3% | -30.2% |
| 3Y | +141.7% | +65.1% | +76.6% | +41.3% |
| 5Y | -29.5% | +34.7% | -64.1% | -48.7% |
| All | -29.5% | +36.8% | -66.3% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling