-45.7%
TOST vs KIM
+36.9%
-82.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.2% |
| 7D | -3.4% | +0.4% | -3.8% | -3.8% |
| 30D | -2.4% | -4.0% | +1.5% | +0.9% |
| 3M | +34.6% | +0.5% | +34.1% | +33.1% |
| 6M | +15.2% | +3.6% | +11.6% | +10.1% |
| YTD | -4.4% | +20.4% | -24.8% | -20.8% |
| 1Y | -17.4% | +9.7% | -27.1% | -25.4% |
| 3Y | +54.5% | +46.0% | +8.5% | +2.6% |
| All | -45.7% | +36.9% | -82.5% | -60.3% |
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