-40.6%
TOST vs KMI
+128.7%
-169.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | +9.4% | -10.8% | +20.2% | +16.0% |
| 30D | +13.5% | -5.0% | +18.5% | +15.7% |
| 3M | -0.1% | -3.4% | +3.2% | +0.4% |
| 6M | +22.5% | -3.4% | +25.9% | +21.7% |
| YTD | -2.4% | +13.1% | -15.5% | -14.3% |
| 1Y | -4.7% | +19.0% | -23.7% | -19.5% |
| 3Y | +103.2% | +106.1% | -2.9% | +8.0% |
| All | -40.6% | +128.7% | -169.3% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling