+149.8%
TOST vs KMX
-16.1%
+165.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -1.3% |
| 7D | +4.0% | -4.1% | +8.1% | +5.3% |
| 30D | +11.1% | +2.9% | +8.2% | +9.8% |
| 3M | +0.8% | -7.0% | +7.8% | +2.8% |
| 6M | +38.8% | +34.1% | +4.7% | +25.0% |
| YTD | -2.1% | +40.0% | -42.1% | -14.8% |
| 1Y | -6.0% | +67.2% | -73.2% | -23.6% |
| 3Y | +149.8% | -13.4% | +163.2% | +140.0% |
| All | +149.8% | -16.1% | +165.9% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 3y: compounded portfolio wealth divided by compounded KMX 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…
3y analysis · Full analysis span regression · 6 months rolling