-43.8%
TOST vs KIM
+48.6%
-92.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | +0.2% |
| 7D | +11.6% | +5.0% | +6.7% | +7.2% |
| 30D | +16.2% | +15.8% | +0.5% | +2.3% |
| 3M | +1.0% | +4.3% | -3.2% | -2.7% |
| 6M | +23.2% | +11.4% | +11.8% | +11.0% |
| YTD | -1.0% | +30.8% | -31.8% | -23.6% |
| 1Y | -9.9% | +31.4% | -41.3% | -30.9% |
| 3Y | +101.0% | +57.7% | +43.4% | +25.2% |
| 5Y | -40.4% | +31.7% | -72.1% | -55.7% |
| All | -43.8% | +48.6% | -92.4% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling