-44.5%
TOST vs KIM
+48.0%
-92.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.0% |
| 7D | +9.4% | +4.1% | +5.4% | +5.9% |
| 30D | +13.5% | +16.8% | -3.3% | -0.8% |
| 3M | -0.1% | +5.7% | -5.8% | -4.9% |
| 6M | +22.5% | +9.7% | +12.8% | +11.9% |
| YTD | -2.4% | +30.2% | -32.6% | -24.4% |
| 1Y | -4.7% | +32.1% | -36.8% | -27.3% |
| 3Y | +103.2% | +58.6% | +44.6% | +25.7% |
| 5Y | -41.2% | +31.2% | -72.4% | -56.1% |
| All | -44.5% | +48.0% | -92.5% | -62.1% |
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