-46.4%
TOST vs KMI
+165.2%
-211.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.4% |
| 7D | -4.7% | +6.0% | -10.7% | -7.6% |
| 30D | +8.5% | -3.4% | +11.9% | +9.8% |
| 3M | -1.6% | +1.8% | -3.4% | -3.6% |
| 6M | +44.1% | +0.4% | +43.7% | +40.8% |
| YTD | -5.6% | +20.8% | -26.4% | -19.5% |
| 1Y | -12.6% | +23.0% | -35.6% | -26.5% |
| 3Y | +137.6% | +123.3% | +14.2% | +25.4% |
| 5Y | -30.4% | +149.8% | -180.1% | -66.4% |
| All | -46.4% | +165.2% | -211.6% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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