-18.3%
TOST vs KMI
+24.4%
-42.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.8% | -1.5% |
| 7D | -0.9% | -0.4% | -0.5% | -1.0% |
| 30D | -3.5% | +3.7% | -7.1% | -2.5% |
| 3M | +38.1% | +3.2% | +35.0% | +38.8% |
| 6M | +9.9% | -3.0% | +12.9% | +9.9% |
| YTD | -6.3% | +19.7% | -25.9% | -7.1% |
| 1Y | -18.3% | +25.6% | -43.9% | -20.5% |
| All | -18.3% | +24.4% | -42.7% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling