-4.7%
TOST vs KMB
+13.8%
-18.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.8% |
| 7D | +9.4% | +0.5% | +9.0% | +9.2% |
| 30D | +13.5% | +12.4% | +1.1% | +9.6% |
| 3M | -0.1% | +1.0% | -1.1% | -1.1% |
| 6M | +22.5% | +12.1% | +10.3% | +20.9% |
| YTD | -2.4% | +11.6% | -14.0% | -6.2% |
| 1Y | -4.7% | +13.1% | -17.8% | -9.1% |
| All | -4.7% | +13.8% | -18.5% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling