-44.5%
TOST vs KMB
-2.5%
-42.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.0% |
| 7D | +9.4% | +0.5% | +9.0% | +9.3% |
| 30D | +13.5% | +12.4% | +1.1% | +10.8% |
| 3M | -0.1% | +1.0% | -1.1% | -0.5% |
| 6M | +22.5% | +12.1% | +10.3% | +20.1% |
| YTD | -2.4% | +11.6% | -14.0% | -4.6% |
| 1Y | -4.7% | +13.1% | -17.8% | -7.1% |
| 3Y | +103.2% | +1.6% | +101.6% | +95.0% |
| 5Y | -41.2% | -0.3% | -40.9% | -46.4% |
| All | -44.5% | -2.5% | -42.0% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 10y: compounded portfolio wealth divided by compounded KMB 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…
10y analysis · Full analysis span regression · 6 months rolling