-40.4%
TOST vs KMB
+1.5%
-41.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.9% |
| 7D | +11.6% | +0.4% | +11.2% | +11.5% |
| 30D | +16.2% | +14.1% | +2.1% | +13.1% |
| 3M | +1.0% | -0.5% | +1.6% | +0.8% |
| 6M | +23.2% | +16.6% | +6.6% | +19.9% |
| YTD | -1.0% | +13.7% | -14.7% | -3.7% |
| 1Y | -9.9% | +16.1% | -25.9% | -12.7% |
| 3Y | +101.0% | +4.7% | +96.3% | +91.0% |
| 5Y | -40.4% | +1.5% | -41.9% | -48.5% |
| All | -40.4% | +1.5% | -41.9% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling