-45.7%
TOST vs KMI
+157.8%
-203.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -3.4% | -0.5% | -2.9% | -3.2% |
| 30D | -2.4% | +0.9% | -3.3% | -3.2% |
| 3M | +34.6% | 0.0% | +34.6% | +33.5% |
| 6M | +15.2% | -5.7% | +20.9% | +17.6% |
| YTD | -4.4% | +17.5% | -21.9% | -16.5% |
| 1Y | -17.4% | +22.3% | -39.7% | -30.2% |
| 3Y | +54.5% | +111.9% | -57.5% | -14.8% |
| All | -45.7% | +157.8% | -203.5% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling