-45.7%
TOST vs KMB
-5.6%
-40.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | -3.4% | -3.0% | -0.4% | -2.9% |
| 30D | -2.4% | -5.5% | +3.0% | -1.5% |
| 3M | +34.6% | +14.0% | +20.6% | +32.0% |
| 6M | +15.2% | +4.1% | +11.1% | +14.5% |
| YTD | -4.4% | +8.0% | -12.4% | -5.9% |
| 1Y | -17.4% | -13.7% | -3.7% | -15.4% |
| 3Y | +54.5% | -5.9% | +60.4% | +51.4% |
| All | -45.7% | -5.6% | -40.1% | -50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling