+22.5%
TOST vs KMI
-4.7%
+27.2%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.8% |
| 7D | +9.4% | -10.8% | +20.2% | +3.7% |
| 30D | +13.5% | -5.0% | +18.5% | +10.5% |
| 3M | -0.1% | -3.4% | +3.2% | -1.7% |
| 6M | +22.5% | -3.4% | +25.9% | +20.6% |
| All | +22.5% | -4.7% | +27.2% | +20.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling