+48.5%
KDP vs TOST
-7.4%
+55.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.8% |
| 7D | +8.2% | +3.0% | +5.3% | +8.0% |
| 30D | +18.4% | +10.3% | +8.1% | +17.7% |
| 3M | +29.2% | -3.3% | +32.5% | +28.7% |
| 6M | +32.3% | +37.8% | -5.5% | +32.6% |
| YTD | +38.5% | -2.8% | +41.3% | +39.6% |
| 1Y | +48.5% | -9.6% | +58.1% | +51.6% |
| All | +48.5% | -7.4% | +55.9% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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